+49.7%
INCY vs BMRN
-29.6%
+79.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | +0.6% | -6.5% | +7.1% | +3.3% |
| 3M | +12.6% | +18.3% | -5.6% | +5.2% |
| 6M | +28.3% | +8.9% | +19.4% | +23.1% |
| YTD | +23.0% | +10.5% | +12.5% | +17.0% |
| 1Y | +41.0% | +17.5% | +23.5% | +29.8% |
| 3Y | +88.6% | -27.7% | +116.3% | +104.6% |
| 5Y | +70.8% | -15.8% | +86.6% | +66.1% |
| All | +49.7% | -29.6% | +79.3% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling