+27,022.7%
BN vs INCY
+6,351.7%
+20,671.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | +14.0% | +8.4% | +5.5% | +13.0% |
| 3M | -9.0% | +0.4% | -9.4% | -9.1% |
| 6M | -8.8% | +22.4% | -31.2% | -11.0% |
| YTD | -10.3% | +22.5% | -32.7% | -12.4% |
| 1Y | -5.8% | +14.8% | -20.6% | -7.6% |
| 3Y | +94.8% | +127.7% | -33.0% | +77.2% |
| 5Y | +31.5% | +84.4% | -52.9% | +22.0% |
| 10Y | +291.9% | +15.7% | +276.2% | +270.7% |
| All | +27,022.7% | +6,351.7% | +20,671.0% | +15,758.3% |
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 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