+192.2%
INCY vs BURL
+987.9%
-795.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.5% |
| 7D | +1.0% | +3.5% | -2.4% | +0.5% |
| 30D | +4.7% | -9.3% | +14.0% | +6.3% |
| 3M | -1.5% | -32.1% | +30.6% | +4.4% |
| 6M | +21.1% | -19.8% | +40.9% | +24.6% |
| YTD | +19.5% | -13.2% | +32.7% | +21.3% |
| 1Y | +11.6% | -7.8% | +19.5% | +12.0% |
| 3Y | +115.2% | +89.3% | +25.8% | +88.1% |
| 5Y | +73.9% | -15.8% | +89.7% | +68.4% |
| 10Y | +34.8% | +262.2% | -227.4% | -8.4% |
| All | +192.2% | +987.9% | -795.7% | +68.9% |
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