+3,468.4%
INCY vs BUD
+217.8%
+3,250.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | +8.4% | +6.7% | +1.7% | +5.8% |
| 3M | +0.4% | +5.7% | -5.3% | -1.9% |
| 6M | +22.4% | +5.8% | +16.6% | +19.4% |
| YTD | +22.5% | +34.4% | -11.9% | +9.1% |
| 1Y | +14.8% | +33.3% | -18.5% | +2.5% |
| 3Y | +127.7% | +48.8% | +78.9% | +92.1% |
| 5Y | +84.4% | +52.5% | +31.8% | +50.4% |
| 10Y | +15.7% | -4.0% | +19.7% | +9.5% |
| All | +3,468.4% | +217.8% | +3,250.6% | +1,793.0% |
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