+88.6%
INCY vs BIDU
-34.3%
+122.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -4.2% | -8.1% | +3.9% | -3.6% |
| 30D | +0.6% | -12.8% | +13.4% | +1.5% |
| 3M | +12.6% | -21.3% | +33.9% | +14.4% |
| 6M | +28.3% | -27.0% | +55.3% | +30.6% |
| YTD | +23.0% | -30.0% | +53.0% | +25.5% |
| 1Y | +41.0% | -18.3% | +59.2% | +41.5% |
| 3Y | +88.6% | -33.8% | +122.4% | +82.1% |
| All | +88.6% | -34.3% | +122.9% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling