+103.5%
INCY vs BIYA
-99.8%
+203.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -2.2% | +2.7% | -4.9% | -2.2% |
| 30D | +3.7% | -16.7% | +20.3% | +3.9% |
| 3M | +22.1% | -74.6% | +96.7% | +22.9% |
| 6M | +29.8% | -85.4% | +115.2% | +30.0% |
| YTD | +27.6% | -94.2% | +121.8% | +29.1% |
| 1Y | +47.2% | -98.6% | +145.8% | +53.2% |
| All | +103.5% | -99.8% | +203.3% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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