+16.0%
INCY vs BAH
+199.5%
-183.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +3.1% | -2.6% | +5.7% | +3.6% |
| 30D | +12.0% | +20.4% | -8.3% | +7.7% |
| 3M | +0.8% | +11.9% | -11.1% | -1.9% |
| 6M | +22.8% | +17.1% | +5.6% | +17.8% |
| YTD | +23.2% | +5.5% | +17.7% | +19.6% |
| 1Y | +12.4% | +5.6% | +6.8% | +8.8% |
| 3Y | +132.1% | -26.5% | +158.6% | +135.4% |
| 5Y | +85.5% | +6.5% | +79.0% | +63.3% |
| All | +16.0% | +199.5% | -183.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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