+213.9%
INCY vs BURL
+1,051.1%
-837.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | +1.9% | -2.8% | +4.7% | +2.3% |
| 30D | +5.8% | -28.2% | +34.0% | +11.3% |
| 3M | +25.2% | -17.6% | +42.8% | +28.8% |
| 6M | +28.2% | -11.8% | +40.0% | +30.0% |
| YTD | +28.3% | -8.1% | +36.5% | +29.3% |
| 1Y | +48.3% | -12.0% | +60.3% | +49.9% |
| 3Y | +95.9% | +63.3% | +32.6% | +75.7% |
| 5Y | +66.6% | -10.8% | +77.4% | +60.0% |
| 10Y | +54.5% | +215.9% | -161.4% | +9.2% |
| All | +213.9% | +1,051.1% | -837.2% | +80.2% |
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