+95.6%
INCY vs BAH
-31.4%
+127.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | +3.7% | -6.6% | +10.3% | +4.2% |
| 3M | +22.1% | -7.2% | +29.2% | +22.4% |
| 6M | +29.8% | -10.0% | +39.8% | +30.3% |
| YTD | +27.6% | -12.5% | +40.0% | +28.0% |
| 1Y | +47.2% | -27.9% | +75.1% | +50.0% |
| All | +95.6% | -31.4% | +127.0% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling