+15.3%
INCY vs BURL
+232.1%
-216.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +8.4% | -7.7% | +16.2% | +9.6% |
| 3M | +0.4% | -31.7% | +32.0% | +5.6% |
| 6M | +22.4% | -15.2% | +37.6% | +24.6% |
| YTD | +22.5% | -15.9% | +38.4% | +24.7% |
| 1Y | +14.8% | -14.2% | +29.0% | +16.2% |
| 3Y | +127.7% | +93.5% | +34.2% | +102.7% |
| 5Y | +84.4% | -9.9% | +94.3% | +77.5% |
| All | +15.3% | +232.1% | -216.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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