+67.7%
INCY vs BBAI
-70.8%
+138.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -1.5% |
| 7D | -4.2% | -1.7% | -2.5% | -4.1% |
| 30D | +0.6% | -12.0% | +12.5% | +0.7% |
| 3M | +12.6% | -30.7% | +43.3% | +13.1% |
| 6M | +28.3% | -30.7% | +59.0% | +28.7% |
| YTD | +23.0% | -46.9% | +69.8% | +23.7% |
| 1Y | +41.0% | -41.1% | +82.0% | +41.4% |
| 3Y | +88.6% | +65.9% | +22.7% | +85.9% |
| All | +67.7% | -70.8% | +138.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 5y: compounded portfolio wealth divided by compounded BBAI 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…
5y analysis · Full analysis span regression · 6 months rolling