+81.0%
BSX vs INCY
+54.2%
+26.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -10.1% | -4.2% | -5.9% | -9.3% |
| 30D | -16.4% | +0.6% | -17.0% | -16.5% |
| 3M | -8.9% | +12.6% | -21.5% | -11.1% |
| 6M | -38.3% | +28.3% | -66.6% | -41.4% |
| YTD | -54.9% | +23.0% | -77.9% | -57.0% |
| 1Y | -58.8% | +41.0% | -99.8% | -61.9% |
| 3Y | -21.2% | +88.6% | -109.8% | -33.0% |
| 5Y | -3.3% | +70.8% | -74.1% | -17.0% |
| All | +81.0% | +54.2% | +26.8% | +49.4% |
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 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