+1,428.7%
BMY vs INCY
+6,660.0%
-5,231.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.4% | +1.9% | -1.6% | +0.2% |
| 30D | +5.0% | +5.8% | -0.8% | +4.4% |
| 3M | +19.4% | +25.2% | -5.8% | +16.6% |
| 6M | +9.5% | +28.2% | -18.7% | +6.6% |
| YTD | +28.1% | +28.3% | -0.3% | +24.5% |
| 1Y | +50.0% | +48.3% | +1.6% | +43.6% |
| 3Y | +24.1% | +95.9% | -71.9% | +14.8% |
| 5Y | +25.0% | +66.6% | -41.6% | +17.0% |
| 10Y | +68.7% | +54.5% | +14.1% | +55.3% |
| All | +1,428.7% | +6,660.0% | -5,231.3% | +732.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling