+100.3%
INCY vs BURL
+63.9%
+36.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | +1.9% | -2.8% | +4.7% | +2.3% |
| 30D | +5.8% | -28.2% | +34.0% | +10.6% |
| 3M | +25.2% | -17.6% | +42.8% | +28.4% |
| 6M | +28.2% | -11.8% | +40.0% | +29.9% |
| YTD | +28.3% | -8.1% | +36.5% | +29.4% |
| 1Y | +48.3% | -12.0% | +60.3% | +49.8% |
| All | +100.3% | +63.9% | +36.4% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling