+258.5%
BN vs INCY
+54.2%
+204.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -5.2% | -4.2% | -1.0% | -4.3% |
| 30D | -14.5% | +0.6% | -15.1% | -14.7% |
| 3M | -15.0% | +12.6% | -27.6% | -17.6% |
| 6M | -5.4% | +28.3% | -33.7% | -11.2% |
| YTD | -16.4% | +23.0% | -39.4% | -21.0% |
| 1Y | -16.2% | +41.0% | -57.2% | -23.5% |
| 3Y | +67.5% | +88.6% | -21.1% | +40.5% |
| 5Y | +34.1% | +70.8% | -36.7% | +14.3% |
| All | +258.5% | +54.2% | +204.3% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling