+852.9%
INCY vs BMRN
+392.1%
+460.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.2% |
| 30D | +1.8% | -5.8% | +7.6% | +4.3% |
| 3M | +17.0% | +16.6% | +0.3% | +9.7% |
| 6M | +28.4% | +7.6% | +20.8% | +23.7% |
| YTD | +24.8% | +10.2% | +14.6% | +18.7% |
| 1Y | +42.9% | +20.2% | +22.7% | +30.1% |
| 3Y | +92.7% | -27.4% | +120.0% | +108.3% |
| 5Y | +73.3% | -16.0% | +89.3% | +70.5% |
| 10Y | +55.8% | -30.3% | +86.1% | +53.2% |
| All | +852.9% | +392.1% | +460.8% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling