+950.6%
BX vs INCY
+1,865.2%
-914.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -2.3% | +3.2% | -5.5% | -3.2% |
| 3M | +18.5% | +23.6% | -5.1% | +11.0% |
| 6M | +23.7% | +29.7% | -5.9% | +14.2% |
| YTD | -10.4% | +25.9% | -36.3% | -16.9% |
| 1Y | -19.6% | +43.7% | -63.3% | -28.5% |
| 3Y | +30.8% | +94.4% | -63.6% | +4.1% |
| 5Y | +24.3% | +68.0% | -43.6% | +2.7% |
| 10Y | +679.5% | +52.5% | +626.9% | +504.9% |
| All | +950.6% | +1,865.2% | -914.6% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling