+26,536.9%
BN vs INCY
+6,660.0%
+19,876.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.5% | +1.9% | -4.4% | -2.7% |
| 30D | -9.5% | +5.8% | -15.3% | -10.0% |
| 3M | -10.4% | +25.2% | -35.6% | -12.6% |
| 6M | -6.4% | +28.2% | -34.6% | -8.9% |
| YTD | -11.9% | +28.3% | -40.2% | -14.4% |
| 1Y | -8.6% | +48.3% | -57.0% | -12.6% |
| 3Y | +77.6% | +95.9% | -18.4% | +63.9% |
| 5Y | +37.0% | +66.6% | -29.5% | +28.2% |
| 10Y | +266.4% | +54.5% | +211.9% | +237.1% |
| All | +26,536.9% | +6,660.0% | +19,876.9% | +15,405.7% |
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