+28.4%
INCY vs BMRN
+7.7%
+20.7%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.1% |
| 30D | +1.8% | -5.8% | +7.6% | +4.2% |
| 3M | +17.0% | +16.6% | +0.3% | +10.0% |
| 6M | +28.4% | +7.6% | +20.8% | +26.5% |
| All | +28.4% | +7.7% | +20.7% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling