+688.1%
INCY vs BAH
+1,076.0%
-387.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | +8.4% | +20.8% | -12.4% | +2.8% |
| 3M | +0.4% | +11.6% | -11.2% | -3.1% |
| 6M | +22.4% | +23.1% | -0.7% | +14.3% |
| YTD | +22.5% | +5.3% | +17.2% | +17.8% |
| 1Y | +14.8% | +6.1% | +8.6% | +9.7% |
| 3Y | +127.7% | -27.5% | +155.2% | +133.3% |
| 5Y | +84.4% | +6.2% | +78.2% | +61.0% |
| 10Y | +15.7% | +202.2% | -186.5% | -35.4% |
| All | +688.1% | +1,076.0% | -387.9% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling