+597.7%
INCY vs BG
+1,181.2%
-583.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | +3.7% | +10.3% | -6.7% | +0.5% |
| 3M | +22.1% | -1.9% | +24.0% | +22.1% |
| 6M | +29.8% | +5.2% | +24.5% | +26.5% |
| YTD | +27.6% | +41.2% | -13.6% | +13.3% |
| 1Y | +47.2% | +50.5% | -3.3% | +27.6% |
| 3Y | +97.0% | +19.9% | +77.0% | +79.6% |
| 5Y | +73.4% | +86.7% | -13.4% | +32.6% |
| 10Y | +59.2% | +167.5% | -108.2% | -2.2% |
| All | +597.7% | +1,181.2% | -583.4% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling