+52.3%
INCY vs BBAI
-70.8%
+123.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | +1.9% | -4.3% | +6.2% | +2.0% |
| 30D | +5.8% | -3.6% | +9.4% | +5.8% |
| 3M | +25.2% | -38.8% | +64.0% | +25.9% |
| 6M | +28.2% | -23.8% | +52.0% | +28.4% |
| YTD | +28.3% | -45.9% | +74.3% | +29.0% |
| 1Y | +48.3% | -40.8% | +89.1% | +48.8% |
| 3Y | +95.9% | +69.8% | +26.2% | +93.0% |
| 5Y | +66.6% | -70.3% | +136.9% | +67.5% |
| All | +52.3% | -70.8% | +123.1% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling