+67.7%
INCY vs BG
+81.8%
-14.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.2% |
| 7D | -4.2% | +3.1% | -7.3% | -4.6% |
| 30D | +0.6% | +10.2% | -9.7% | -0.9% |
| 3M | +12.6% | -1.7% | +14.3% | +12.8% |
| 6M | +28.3% | +1.0% | +27.3% | +27.7% |
| YTD | +23.0% | +39.9% | -16.9% | +15.9% |
| 1Y | +41.0% | +53.2% | -12.3% | +30.6% |
| 3Y | +88.6% | +16.3% | +72.3% | +80.7% |
| All | +67.7% | +81.8% | -14.2% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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