+1,105.0%
BP vs INCY
+6,660.0%
-5,555.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +3.9% | +1.9% | +2.0% | +3.8% |
| 30D | +7.6% | +5.8% | +1.8% | +7.1% |
| 3M | +0.7% | +25.2% | -24.5% | -1.2% |
| 6M | +15.5% | +28.2% | -12.7% | +12.9% |
| YTD | +30.8% | +28.3% | +2.5% | +27.8% |
| 1Y | +34.3% | +48.3% | -14.0% | +29.6% |
| 3Y | +35.1% | +95.9% | -60.9% | +26.4% |
| 5Y | +126.8% | +66.6% | +60.3% | +114.2% |
| 10Y | +123.4% | +54.5% | +68.8% | +107.7% |
| All | +1,105.0% | +6,660.0% | -5,555.0% | +668.0% |
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 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