+1,171.4%
BP vs INCY
+6,351.7%
-5,180.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | +9.3% | +0.4% | +8.9% | +9.1% |
| 6M | +7.2% | +22.4% | -15.2% | +5.2% |
| YTD | +38.0% | +22.5% | +15.6% | +35.2% |
| 1Y | +33.2% | +14.8% | +18.4% | +31.1% |
| 3Y | +50.3% | +127.7% | -77.4% | +38.9% |
| 5Y | +114.1% | +84.4% | +29.7% | +100.5% |
| 10Y | +140.7% | +15.7% | +125.0% | +128.7% |
| All | +1,171.4% | +6,351.7% | -5,180.4% | +712.4% |
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