+6,660.0%
INCY vs BBWI
+796.7%
+5,863.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.7% |
| 7D | +1.9% | +1.5% | +0.4% | +1.5% |
| 30D | +5.8% | -5.2% | +11.0% | +6.6% |
| 3M | +25.2% | +11.1% | +14.1% | +20.6% |
| 6M | +28.2% | -13.4% | +41.6% | +29.5% |
| YTD | +28.3% | +0.1% | +28.2% | +24.6% |
| 1Y | +48.3% | -36.1% | +84.5% | +57.8% |
| 3Y | +95.9% | -44.1% | +140.0% | +103.9% |
| 5Y | +66.6% | -66.2% | +132.8% | +85.4% |
| 10Y | +54.5% | -54.8% | +109.3% | +27.2% |
| All | +6,660.0% | +796.7% | +5,863.3% | +1,763.9% |
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