+3,638.9%
INCY vs BUD
+201.1%
+3,437.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +5.8% | -5.7% | +11.5% | +7.9% |
| 3M | +25.2% | +3.1% | +22.1% | +23.7% |
| 6M | +28.2% | +7.9% | +20.3% | +24.1% |
| YTD | +28.3% | +27.3% | +1.0% | +16.8% |
| 1Y | +48.3% | +37.8% | +10.5% | +31.1% |
| 3Y | +95.9% | +49.8% | +46.1% | +64.7% |
| 5Y | +66.6% | +43.8% | +22.7% | +38.7% |
| 10Y | +54.5% | -22.6% | +77.2% | +63.9% |
| All | +3,638.9% | +201.1% | +3,437.8% | +1,926.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling