+6,534.7%
INCY vs BWA
+3,323.1%
+3,211.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | -0.5% | +4.3% | -4.8% | -2.2% |
| 30D | +3.2% | -2.9% | +6.1% | +4.2% |
| 3M | +23.6% | -12.4% | +36.0% | +29.3% |
| 6M | +29.7% | +28.6% | +1.1% | +14.3% |
| YTD | +25.9% | +48.2% | -22.3% | +2.5% |
| 1Y | +43.7% | +50.9% | -7.2% | +15.7% |
| 3Y | +94.4% | +72.2% | +22.3% | +42.2% |
| 5Y | +68.0% | +91.1% | -23.1% | +10.7% |
| 10Y | +52.5% | +144.0% | -91.5% | -22.7% |
| All | +6,534.7% | +3,323.1% | +3,211.6% | +1,063.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling