-55.4%
BSX vs INCY
+45.3%
-100.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +2.0% | +1.9% | +0.1% | +1.9% |
| 30D | +0.1% | +5.8% | -5.7% | -0.1% |
| 3M | -2.1% | +25.2% | -27.3% | -2.7% |
| 6M | -33.8% | +28.2% | -62.0% | -34.5% |
| YTD | -49.9% | +28.3% | -78.2% | -50.5% |
| 1Y | -55.4% | +48.3% | -103.8% | -55.9% |
| All | -55.4% | +45.3% | -100.7% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling