-2.8%
BSX vs INCY
+69.3%
-72.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -10.1% | -4.2% | -5.9% | -9.6% |
| 30D | -16.4% | +0.6% | -17.0% | -16.4% |
| 3M | -8.9% | +12.6% | -21.5% | -10.1% |
| 6M | -38.3% | +28.3% | -66.6% | -40.1% |
| YTD | -54.9% | +23.0% | -77.9% | -56.2% |
| 1Y | -58.8% | +41.0% | -99.8% | -60.7% |
| 3Y | -21.2% | +88.6% | -109.8% | -29.0% |
| All | -2.8% | +69.3% | -72.1% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling