+1,545.5%
INCY vs BIDU
+1,302.3%
+243.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.1% | -0.3% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +3.2% | -15.6% | +18.8% | +6.8% |
| 3M | +23.6% | -22.3% | +45.9% | +29.8% |
| 6M | +29.7% | -22.3% | +51.9% | +34.9% |
| YTD | +25.9% | -29.2% | +55.1% | +33.2% |
| 1Y | +43.7% | -14.8% | +58.5% | +43.9% |
| 3Y | +94.4% | -31.8% | +126.2% | +97.1% |
| 5Y | +68.0% | -43.1% | +111.1% | +61.8% |
| 10Y | +52.5% | -50.6% | +103.2% | +37.9% |
| All | +1,545.5% | +1,302.3% | +243.2% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling