+68.0%
INCY vs BUD
+45.2%
+22.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -0.5% | +0.8% | -1.2% | -0.7% |
| 30D | +3.2% | -4.8% | +8.0% | +4.4% |
| 3M | +23.6% | +1.4% | +22.2% | +23.1% |
| 6M | +29.7% | +9.9% | +19.8% | +26.3% |
| YTD | +25.9% | +26.3% | -0.4% | +18.6% |
| 1Y | +43.7% | +36.1% | +7.6% | +32.9% |
| 3Y | +94.4% | +48.6% | +45.9% | +74.2% |
| 5Y | +68.0% | +45.0% | +23.0% | +46.1% |
| All | +68.0% | +45.2% | +22.8% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling