+127.7%
INCY vs BB
+147.9%
-20.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | +8.4% | +8.1% | +0.3% | +8.0% |
| 3M | +0.4% | -1.0% | +1.4% | +0.2% |
| 6M | +22.4% | +45.9% | -23.5% | +18.8% |
| YTD | +22.5% | +134.8% | -112.4% | +15.1% |
| 1Y | +14.8% | +104.6% | -89.8% | +8.6% |
| 3Y | +127.7% | +152.8% | -25.1% | +111.8% |
| All | +127.7% | +147.9% | -20.2% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling