+1,823.8%
INCY vs BR
+1,281.7%
+542.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -2.2% | -5.0% | +2.8% | +0.7% |
| 30D | +3.7% | -2.5% | +6.1% | +5.0% |
| 3M | +22.1% | +13.5% | +8.6% | +12.6% |
| 6M | +29.8% | -9.4% | +39.2% | +35.5% |
| YTD | +27.6% | -23.3% | +50.9% | +45.8% |
| 1Y | +47.2% | -31.6% | +78.8% | +79.7% |
| 3Y | +97.0% | -5.1% | +102.0% | +91.8% |
| 5Y | +73.4% | +8.2% | +65.2% | +47.7% |
| 10Y | +59.2% | +189.8% | -130.6% | -38.5% |
| All | +1,823.8% | +1,281.7% | +542.1% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling