+85.6%
INCY vs BLDR
-11.9%
+97.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +1.1% | -3.0% | +4.1% | +1.4% |
| 30D | +8.4% | +20.1% | -11.7% | +6.1% |
| 3M | +0.4% | -17.5% | +17.9% | +2.2% |
| 6M | +22.4% | -16.1% | +38.5% | +23.9% |
| YTD | +22.5% | -41.0% | +63.5% | +28.0% |
| 1Y | +14.8% | -41.6% | +56.4% | +19.9% |
| 3Y | +127.7% | -50.8% | +178.5% | +133.6% |
| All | +85.6% | -11.9% | +97.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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