+132.1%
INCY vs BAM
+93.4%
+38.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.5% | +1.5% |
| 7D | +1.5% | +5.3% | -3.7% | +0.7% |
| 30D | +8.1% | +18.1% | -10.0% | +5.1% |
| 3M | +1.1% | +4.2% | -3.1% | +0.2% |
| 6M | +23.7% | +11.1% | +12.6% | +21.0% |
| YTD | +23.4% | +6.6% | +16.8% | +21.2% |
| 1Y | +15.0% | +6.2% | +8.8% | +12.9% |
| 3Y | +132.1% | +95.0% | +37.1% | +99.7% |
| All | +132.1% | +93.4% | +38.7% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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