+84.0%
INCY vs BURL
-14.7%
+98.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | +2.3% | +5.9% | -3.6% | +1.5% |
| 30D | +6.7% | -8.3% | +15.0% | +7.8% |
| 3M | -1.0% | -31.6% | +30.6% | +3.7% |
| 6M | +22.1% | -16.6% | +38.7% | +24.4% |
| YTD | +21.8% | -12.1% | +33.9% | +23.2% |
| 1Y | +13.5% | -10.0% | +23.5% | +14.3% |
| 3Y | +129.4% | +94.3% | +35.1% | +108.4% |
| 5Y | +84.0% | -13.2% | +97.2% | +80.6% |
| All | +84.0% | -14.7% | +98.6% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling