+73.3%
INCY vs BBWI
-69.5%
+142.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -3.7% | -8.0% | +4.3% | -3.0% |
| 30D | +1.8% | -6.6% | +8.4% | +2.3% |
| 3M | +17.0% | -2.7% | +19.7% | +16.7% |
| 6M | +28.4% | -12.8% | +41.2% | +29.0% |
| YTD | +24.8% | -10.5% | +35.3% | +24.9% |
| 1Y | +42.9% | -35.3% | +78.3% | +47.2% |
| 3Y | +92.7% | -47.7% | +140.4% | +98.6% |
| 5Y | +73.3% | -68.9% | +142.2% | +87.5% |
| All | +73.3% | -69.5% | +142.8% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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