+661.1%
BX vs INCY
+54.2%
+606.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.9% |
| 7D | -5.6% | -4.2% | -1.4% | -4.6% |
| 30D | -12.2% | +0.6% | -12.8% | -12.4% |
| 3M | +7.4% | +12.6% | -5.3% | +3.6% |
| 6M | +22.2% | +28.3% | -6.2% | +13.7% |
| YTD | -14.0% | +23.0% | -37.0% | -19.3% |
| 1Y | -27.3% | +41.0% | -68.3% | -34.6% |
| 3Y | +24.5% | +88.6% | -64.0% | +1.0% |
| 5Y | +18.9% | +70.8% | -51.9% | -1.1% |
| All | +661.1% | +54.2% | +606.8% | +512.1% |
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 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