+67.7%
INCY vs BNS
+94.7%
-27.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +0.6% | +3.5% | -2.9% | -0.4% |
| 3M | +12.6% | +14.1% | -1.4% | +8.4% |
| 6M | +28.3% | +33.8% | -5.5% | +17.7% |
| YTD | +23.0% | +29.5% | -6.5% | +13.7% |
| 1Y | +41.0% | +48.4% | -7.4% | +25.1% |
| 3Y | +88.6% | +129.6% | -41.0% | +47.1% |
| All | +67.7% | +94.7% | -27.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling