+43.4%
INCY vs BBIO
+136.7%
-93.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.2% | -3.2% | -1.0% | -3.9% |
| 30D | +0.6% | -13.6% | +14.2% | +1.7% |
| 3M | +12.6% | +7.2% | +5.4% | +12.0% |
| 6M | +28.3% | +1.5% | +26.9% | +28.0% |
| YTD | +23.0% | -5.3% | +28.3% | +23.0% |
| 1Y | +41.0% | +37.7% | +3.2% | +36.7% |
| 3Y | +88.6% | +153.9% | -65.3% | +72.2% |
| 5Y | +70.8% | +43.9% | +26.9% | +45.7% |
| All | +43.4% | +136.7% | -93.3% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling