+58.9%
BNY vs INCY
+45.3%
+13.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +1.4% | +1.9% | -0.5% | +1.3% |
| 30D | +3.8% | +5.8% | -2.0% | +3.5% |
| 3M | +14.9% | +25.2% | -10.3% | +12.5% |
| 6M | +40.3% | +28.2% | +12.1% | +36.8% |
| YTD | +43.8% | +28.3% | +15.4% | +40.2% |
| 1Y | +58.9% | +48.3% | +10.5% | +56.0% |
| All | +58.9% | +45.3% | +13.6% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling