+836.7%
INCY vs BB
+258.8%
+577.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | -5.6% | +7.6% | +3.1% |
| 30D | +5.8% | -11.8% | +17.6% | +8.2% |
| 3M | +25.2% | -25.5% | +50.7% | +30.5% |
| 6M | +28.2% | +121.3% | -93.1% | +4.4% |
| YTD | +28.3% | +103.2% | -74.8% | +6.3% |
| 1Y | +48.3% | +102.6% | -54.3% | +21.4% |
| 3Y | +95.9% | +37.5% | +58.4% | +61.2% |
| 5Y | +66.6% | -30.4% | +97.0% | +50.0% |
| 10Y | +54.5% | 0.0% | +54.5% | -1.8% |
| All | +836.7% | +258.8% | +577.9% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling