+49.7%
INCY vs BNS
+188.9%
-139.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.7% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +0.6% | +3.5% | -2.9% | -0.6% |
| 3M | +12.6% | +14.1% | -1.4% | +7.6% |
| 6M | +28.3% | +33.8% | -5.5% | +16.1% |
| YTD | +23.0% | +29.5% | -6.5% | +12.3% |
| 1Y | +41.0% | +48.4% | -7.4% | +22.9% |
| 3Y | +88.6% | +129.6% | -41.0% | +41.1% |
| 5Y | +70.8% | +96.1% | -25.3% | +33.2% |
| All | +49.7% | +188.9% | -139.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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