+84.0%
INCY vs IBB
+42.1%
+41.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.5% |
| 7D | +2.3% | +0.8% | +1.5% | +1.7% |
| 30D | +6.7% | +5.2% | +1.5% | +2.8% |
| 3M | -1.0% | +8.6% | -9.6% | -7.0% |
| 6M | +22.1% | +27.8% | -5.8% | +2.1% |
| YTD | +21.8% | +28.8% | -7.0% | +1.4% |
| 1Y | +13.5% | +36.4% | -22.9% | -9.2% |
| 3Y | +129.4% | +89.3% | +40.1% | +46.9% |
| 5Y | +84.0% | +43.3% | +40.7% | +42.8% |
| All | +84.0% | +42.1% | +41.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 5y: compounded portfolio wealth divided by compounded IBB 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…
5y analysis · Full analysis span regression · 6 months rolling