+91.4%
INCY vs BWA
+68.2%
+23.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +1.8% | -5.5% | +7.3% | +2.6% |
| 3M | +17.0% | -7.6% | +24.6% | +18.3% |
| 6M | +28.4% | +25.0% | +3.4% | +22.1% |
| YTD | +24.8% | +47.0% | -22.1% | +13.0% |
| 1Y | +42.9% | +54.0% | -11.1% | +27.8% |
| All | +91.4% | +68.2% | +23.2% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling