+16.0%
BX vs INCY
+69.5%
-53.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.2% |
| 7D | -8.9% | -3.7% | -5.2% | -7.9% |
| 30D | -14.8% | +1.8% | -16.6% | -15.3% |
| 3M | +6.9% | +17.0% | -10.0% | +1.3% |
| 6M | +16.3% | +28.4% | -12.1% | +6.7% |
| YTD | -16.1% | +24.8% | -40.9% | -22.7% |
| 1Y | -26.8% | +42.9% | -69.7% | -36.1% |
| 3Y | +22.4% | +92.7% | -70.2% | -7.6% |
| 5Y | +16.0% | +73.3% | -57.3% | -8.4% |
| All | +16.0% | +69.5% | -53.5% | -8.4% |
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 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