+49.7%
INCY vs BB
+1.6%
+48.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +0.6% | -12.5% | +13.1% | +1.7% |
| 3M | +12.6% | -17.4% | +30.1% | +13.8% |
| 6M | +28.3% | +119.1% | -90.8% | +16.8% |
| YTD | +23.0% | +102.4% | -79.4% | +12.8% |
| 1Y | +41.0% | +98.2% | -57.2% | +28.8% |
| 3Y | +88.6% | +46.9% | +41.7% | +72.4% |
| 5Y | +70.8% | -26.4% | +97.2% | +63.9% |
| All | +49.7% | +1.6% | +48.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling