+51.9%
INCY vs BAH
+207.1%
-155.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.8% | -7.0% | -3.2% |
| 7D | -3.7% | +2.4% | -6.1% | -4.2% |
| 30D | +1.8% | -2.9% | +4.8% | +2.4% |
| 3M | +17.0% | -1.3% | +18.3% | +16.8% |
| 6M | +28.4% | -0.9% | +29.3% | +27.5% |
| YTD | +24.8% | -8.2% | +33.0% | +25.1% |
| 1Y | +42.9% | -24.0% | +66.9% | +49.2% |
| 3Y | +92.7% | -28.1% | +120.8% | +93.9% |
| 5Y | +73.3% | +2.5% | +70.8% | +51.6% |
| All | +51.9% | +207.1% | -155.2% | -4.7% |
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