+12,090.1%
BRO vs INCY
+6,378.4%
+5,711.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -7.3% | -4.2% | -3.2% | -7.0% |
| 30D | -6.9% | +0.6% | -7.4% | -6.9% |
| 3M | +10.7% | +12.6% | -2.0% | +9.6% |
| 6M | -2.7% | +28.3% | -31.0% | -4.7% |
| YTD | -16.3% | +23.0% | -39.3% | -17.9% |
| 1Y | -29.1% | +41.0% | -70.1% | -31.3% |
| 3Y | -7.8% | +88.6% | -96.4% | -13.4% |
| 5Y | +18.7% | +70.8% | -52.1% | +12.2% |
| 10Y | +291.9% | +53.5% | +238.4% | +265.8% |
| All | +12,090.1% | +6,378.4% | +5,711.7% | +7,796.7% |
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