+75.8%
BND vs INCY
+1,577.9%
-1,502.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -0.1% | -2.2% | +2.0% | -0.1% |
| 30D | -0.2% | +3.7% | -3.9% | -0.2% |
| 3M | -0.7% | +22.1% | -22.7% | -0.7% |
| 6M | -1.7% | +29.8% | -31.4% | -1.6% |
| YTD | -0.5% | +27.6% | -28.1% | -0.5% |
| 1Y | +0.4% | +47.2% | -46.8% | +0.4% |
| 3Y | +13.1% | +97.0% | -83.8% | +13.2% |
| 5Y | -2.1% | +73.4% | -75.4% | -2.0% |
| 10Y | +15.7% | +59.2% | -43.5% | +16.0% |
| All | +75.8% | +1,577.9% | -1,502.1% | +78.4% |
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