+23.9%
BMY vs INCY
+69.5%
-45.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.5% |
| 7D | -6.4% | -3.7% | -2.7% | -5.5% |
| 30D | +0.2% | +1.8% | -1.6% | -0.2% |
| 3M | +16.0% | +17.0% | -1.0% | +11.2% |
| 6M | +8.3% | +28.4% | -20.1% | +1.2% |
| YTD | +22.2% | +24.8% | -2.6% | +14.8% |
| 1Y | +41.7% | +42.9% | -1.2% | +28.7% |
| 3Y | +20.7% | +92.7% | -72.0% | -0.1% |
| 5Y | +23.9% | +73.3% | -49.4% | +2.3% |
| All | +23.9% | +69.5% | -45.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling