+104.7%
INCY vs BIYA
-99.8%
+204.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -1.0% |
| 7D | +1.9% | +1.3% | +0.6% | +1.9% |
| 30D | +5.8% | -21.0% | +26.8% | +6.1% |
| 3M | +25.2% | -74.3% | +99.5% | +26.0% |
| 6M | +28.2% | -84.6% | +112.8% | +28.3% |
| YTD | +28.3% | -94.2% | +122.5% | +29.9% |
| 1Y | +48.3% | -98.2% | +146.6% | +53.2% |
| All | +104.7% | -99.8% | +204.5% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling