+19.4%
INCY vs BIDU
-34.6%
+54.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.5% | 0.0% | +4.1% |
| 7D | +5.1% | +1.2% | +3.9% | +5.0% |
| 30D | +7.6% | -7.5% | +15.2% | +8.2% |
| 3M | +1.9% | -28.6% | +30.4% | +4.0% |
| 6M | +26.5% | -36.9% | +63.4% | +30.1% |
| YTD | +24.4% | -38.4% | +62.8% | +27.4% |
| 1Y | +19.4% | -35.7% | +55.0% | +21.1% |
| All | +19.4% | -34.6% | +54.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling