+6,351.7%
INCY vs BBWI
+883.1%
+5,468.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +8.4% | +12.9% | -4.5% | +5.2% |
| 3M | +0.4% | +16.0% | -15.6% | -4.2% |
| 6M | +22.4% | +16.6% | +5.8% | +15.4% |
| YTD | +22.5% | +9.7% | +12.7% | +15.6% |
| 1Y | +14.8% | +1.5% | +13.3% | +8.7% |
| 3Y | +127.7% | -21.4% | +149.1% | +116.8% |
| 5Y | +84.4% | -67.6% | +151.9% | +107.5% |
| 10Y | +15.7% | -46.8% | +62.6% | -9.5% |
| All | +6,351.7% | +883.1% | +5,468.6% | +1,629.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling