+1,900.2%
INCY vs BNS
+1,463.9%
+436.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | -2.2% | -1.3% | -0.9% | -1.4% |
| 30D | +3.7% | +4.0% | -0.3% | +0.9% |
| 3M | +22.1% | +13.8% | +8.3% | +12.0% |
| 6M | +29.8% | +32.7% | -2.9% | +7.9% |
| YTD | +27.6% | +27.6% | 0.0% | +8.2% |
| 1Y | +47.2% | +47.4% | -0.2% | +14.0% |
| 3Y | +97.0% | +129.0% | -32.0% | +13.3% |
| 5Y | +73.4% | +92.7% | -19.3% | +7.8% |
| 10Y | +59.2% | +182.1% | -122.8% | -30.5% |
| All | +1,900.2% | +1,463.9% | +436.3% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling