-8.5%
BX vs INCY
+20.6%
-29.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.8% | +5.4% |
| 7D | +8.3% | +5.1% | +3.2% | +7.3% |
| 30D | +13.5% | +7.6% | +5.9% | +12.1% |
| 3M | -7.6% | +1.9% | -9.5% | -8.1% |
| 6M | +4.0% | +26.5% | -22.4% | +0.4% |
| YTD | -15.2% | +24.4% | -39.6% | -18.5% |
| 1Y | -8.5% | +19.4% | -27.8% | -11.4% |
| All | -8.5% | +20.6% | -29.1% | -11.4% |
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 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