+88.6%
INCY vs BR
-5.3%
+93.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -4.2% | -3.0% | -1.2% | -3.4% |
| 30D | +0.6% | -0.3% | +0.9% | +0.6% |
| 3M | +12.6% | +17.3% | -4.6% | +8.1% |
| 6M | +28.3% | -6.7% | +35.0% | +30.0% |
| YTD | +23.0% | -23.4% | +46.4% | +30.2% |
| 1Y | +41.0% | -32.7% | +73.6% | +54.4% |
| 3Y | +88.6% | -5.9% | +94.5% | +84.7% |
| All | +88.6% | -5.3% | +93.9% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling