+4,961.0%
BNY vs INCY
+6,378.4%
-1,417.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -1.3% | -4.2% | +2.8% | -0.7% |
| 30D | -0.2% | +0.6% | -0.7% | -0.3% |
| 3M | +14.9% | +12.6% | +2.3% | +12.7% |
| 6M | +40.0% | +28.3% | +11.7% | +34.6% |
| YTD | +42.0% | +23.0% | +19.0% | +37.2% |
| 1Y | +56.9% | +41.0% | +15.9% | +48.3% |
| 3Y | +289.9% | +88.6% | +201.3% | +249.9% |
| 5Y | +259.2% | +70.8% | +188.4% | +225.0% |
| 10Y | +413.3% | +53.5% | +359.8% | +352.9% |
| All | +4,961.0% | +6,378.4% | -1,417.4% | +2,059.9% |
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