+692.8%
INCY vs BAH
+1,079.0%
-386.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +3.1% | -2.6% | +5.7% | +3.8% |
| 30D | +12.0% | +20.4% | -8.3% | +6.3% |
| 3M | +0.8% | +11.9% | -11.1% | -2.8% |
| 6M | +22.8% | +17.1% | +5.6% | +16.2% |
| YTD | +23.2% | +5.5% | +17.7% | +18.4% |
| 1Y | +12.4% | +5.6% | +6.8% | +7.6% |
| 3Y | +132.1% | -26.5% | +158.6% | +136.7% |
| 5Y | +85.5% | +6.5% | +79.0% | +61.8% |
| 10Y | +16.4% | +203.0% | -186.6% | -35.1% |
| All | +692.8% | +1,079.0% | -386.2% | +139.1% |
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