+49.7%
INCY vs BWA
+156.8%
-107.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.8% |
| 7D | -4.2% | -1.3% | -2.8% | -3.9% |
| 30D | +0.6% | -2.9% | +3.5% | +1.1% |
| 3M | +12.6% | -10.7% | +23.4% | +14.9% |
| 6M | +28.3% | +26.5% | +1.9% | +21.1% |
| YTD | +23.0% | +49.1% | -26.1% | +11.0% |
| 1Y | +41.0% | +52.1% | -11.1% | +26.5% |
| 3Y | +88.6% | +72.6% | +16.0% | +61.6% |
| 5Y | +70.8% | +89.4% | -18.6% | +39.6% |
| All | +49.7% | +156.8% | -107.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling