+11.6%
INCY vs BBIO
+21.0%
-9.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.7% | -2.9% |
| 7D | +1.0% | +5.0% | -4.0% | +0.1% |
| 30D | +4.7% | +10.9% | -6.2% | +2.5% |
| 3M | -1.5% | -9.4% | +7.9% | +0.2% |
| 6M | +21.1% | +8.0% | +13.1% | +19.2% |
| YTD | +19.5% | -2.9% | +22.4% | +17.5% |
| 1Y | +11.6% | +18.5% | -6.9% | +2.0% |
| All | +11.6% | +21.0% | -9.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 1y: compounded portfolio wealth divided by compounded BBIO 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…
1y analysis · Full analysis span regression · 6 months rolling