+196.3%
INCY vs BURL
+970.5%
-774.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | -0.6% | +4.1% | -4.7% | -1.2% |
| 30D | +5.5% | -9.5% | +14.9% | +7.1% |
| 3M | +1.1% | -33.5% | +34.6% | +7.4% |
| 6M | +19.8% | -22.1% | +41.9% | +23.9% |
| YTD | +21.1% | -14.6% | +35.7% | +23.2% |
| 1Y | +13.7% | -8.4% | +22.1% | +14.2% |
| 3Y | +119.3% | +86.6% | +32.7% | +92.2% |
| 5Y | +76.3% | -17.2% | +93.5% | +71.1% |
| 10Y | +36.6% | +256.4% | -219.8% | -6.9% |
| All | +196.3% | +970.5% | -774.2% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling