+73.3%
INCY vs BIDU
-45.6%
+118.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -3.7% | -5.2% | +1.5% | -3.3% |
| 30D | +1.8% | -14.5% | +16.3% | +2.9% |
| 3M | +17.0% | -22.9% | +39.9% | +19.0% |
| 6M | +28.4% | -27.8% | +56.2% | +30.8% |
| YTD | +24.8% | -30.7% | +55.5% | +27.4% |
| 1Y | +42.9% | -15.8% | +58.7% | +43.3% |
| 3Y | +92.7% | -33.2% | +125.9% | +93.8% |
| 5Y | +73.3% | -44.8% | +118.1% | +75.8% |
| All | +73.3% | -45.6% | +118.9% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling