+6,534.7%
INCY vs BIIB
+21,602.1%
-15,067.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.5% |
| 7D | -0.5% | -1.6% | +1.2% | +0.1% |
| 30D | +3.2% | +2.2% | +1.0% | +2.4% |
| 3M | +23.6% | +10.3% | +13.3% | +18.9% |
| 6M | +29.7% | +14.9% | +14.7% | +22.5% |
| YTD | +25.9% | +20.7% | +5.2% | +16.7% |
| 1Y | +43.7% | +50.3% | -6.6% | +22.5% |
| 3Y | +94.4% | -18.0% | +112.4% | +102.8% |
| 5Y | +68.0% | -33.9% | +101.9% | +80.7% |
| 10Y | +52.5% | -30.9% | +83.5% | +36.5% |
| All | +6,534.7% | +21,602.1% | -15,067.5% | +1,612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling