+51.9%
INCY vs BUD
-22.8%
+74.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | +1.8% | -3.7% | +5.5% | +2.6% |
| 3M | +17.0% | -4.4% | +21.4% | +18.1% |
| 6M | +28.4% | +7.7% | +20.7% | +25.9% |
| YTD | +24.8% | +23.1% | +1.8% | +18.7% |
| 1Y | +42.9% | +33.6% | +9.3% | +33.3% |
| 3Y | +92.7% | +44.7% | +48.0% | +74.9% |
| 5Y | +73.3% | +44.9% | +28.4% | +55.2% |
| All | +51.9% | -22.8% | +74.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling