+48.3%
INCY vs BIIB
+55.8%
-7.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +5.8% | +6.9% | -1.1% | +3.4% |
| 3M | +25.2% | +12.4% | +12.8% | +19.6% |
| 6M | +28.2% | +16.3% | +11.9% | +20.9% |
| YTD | +28.3% | +25.5% | +2.8% | +18.5% |
| 1Y | +48.3% | +57.8% | -9.5% | +30.4% |
| All | +48.3% | +55.8% | -7.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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