+1,650.1%
INCY vs BLDR
+380.2%
+1,269.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | -2.2% | -2.7% | +0.5% | -1.7% |
| 30D | +3.7% | -14.7% | +18.4% | +6.8% |
| 3M | +22.1% | -20.8% | +42.9% | +26.9% |
| 6M | +29.8% | -35.3% | +65.1% | +39.9% |
| YTD | +27.6% | -40.3% | +67.9% | +38.9% |
| 1Y | +47.2% | -56.3% | +103.5% | +69.9% |
| 3Y | +97.0% | -56.1% | +153.1% | +117.4% |
| 5Y | +73.4% | +12.9% | +60.4% | +50.0% |
| 10Y | +59.2% | +386.5% | -327.2% | -11.1% |
| All | +1,650.1% | +380.2% | +1,269.9% | +492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling