+142.2%
BP vs INCY
+15.3%
+126.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | -5.3% | +8.4% | -13.7% | -6.2% |
| 3M | +9.3% | +0.4% | +8.9% | +9.0% |
| 6M | +7.2% | +22.4% | -15.2% | +4.0% |
| YTD | +38.0% | +22.5% | +15.6% | +33.6% |
| 1Y | +33.2% | +14.8% | +18.4% | +29.9% |
| 3Y | +50.3% | +127.7% | -77.4% | +30.3% |
| 5Y | +114.1% | +84.4% | +29.7% | +90.6% |
| All | +142.2% | +15.3% | +126.8% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling