+73.4%
INCY vs BAH
-3.7%
+77.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | +3.7% | -6.6% | +10.3% | +4.4% |
| 3M | +22.1% | -7.2% | +29.2% | +22.8% |
| 6M | +29.8% | -10.0% | +39.8% | +30.7% |
| YTD | +27.6% | -12.5% | +40.0% | +28.4% |
| 1Y | +47.2% | -27.9% | +75.1% | +51.7% |
| 3Y | +97.0% | -31.4% | +128.4% | +95.8% |
| 5Y | +73.4% | -3.2% | +76.6% | +57.3% |
| All | +73.4% | -3.7% | +77.0% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling