+49.7%
INCY vs BIIB
-26.2%
+75.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -4.2% | -1.7% | -2.5% | -3.8% |
| 30D | +0.6% | +4.0% | -3.4% | -0.5% |
| 3M | +12.6% | +8.6% | +4.1% | +9.9% |
| 6M | +28.3% | +14.0% | +14.3% | +23.3% |
| YTD | +23.0% | +23.4% | -0.4% | +15.6% |
| 1Y | +41.0% | +45.9% | -4.9% | +26.5% |
| 3Y | +88.6% | -16.1% | +104.7% | +92.4% |
| 5Y | +70.8% | -27.6% | +98.4% | +76.6% |
| All | +49.7% | -26.2% | +75.8% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling