+203.7%
INCY vs BRKR
+172.5%
+31.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -4.2% | -8.7% | +4.5% | -1.8% |
| 30D | +0.6% | -9.9% | +10.4% | +3.3% |
| 3M | +12.6% | -3.1% | +15.7% | +11.4% |
| 6M | +28.3% | +45.5% | -17.2% | +11.4% |
| YTD | +23.0% | +13.7% | +9.3% | +13.8% |
| 1Y | +41.0% | +67.4% | -26.5% | +15.7% |
| 3Y | +88.6% | -13.2% | +101.8% | +77.5% |
| 5Y | +70.8% | -39.5% | +110.3% | +73.3% |
| 10Y | +53.5% | +153.5% | -100.0% | -2.6% |
| All | +203.7% | +172.5% | +31.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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