+132.1%
INCY vs BURL
+95.8%
+36.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.3% |
| 7D | +1.5% | +7.7% | -6.2% | +0.5% |
| 30D | +8.1% | -7.1% | +15.2% | +9.1% |
| 3M | +1.1% | -30.3% | +31.4% | +5.8% |
| 6M | +23.7% | -15.5% | +39.2% | +25.9% |
| YTD | +23.4% | -11.0% | +34.4% | +24.8% |
| 1Y | +15.0% | -8.4% | +23.4% | +15.6% |
| 3Y | +132.1% | +96.7% | +35.4% | +133.0% |
| All | +132.1% | +95.8% | +36.3% | +133.0% |
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