+494.6%
INCY vs IBB
+580.2%
-85.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.1% |
| 7D | -0.5% | -1.4% | +0.9% | +1.0% |
| 30D | +9.8% | +6.8% | +3.0% | +0.9% |
| 3M | +1.0% | +9.2% | -8.2% | -10.3% |
| 6M | +21.9% | +28.3% | -6.5% | -11.4% |
| YTD | +23.8% | +29.4% | -5.6% | -11.4% |
| 1Y | +13.0% | +33.2% | -20.1% | -22.0% |
| 3Y | +133.2% | +90.2% | +43.0% | -0.4% |
| 5Y | +87.8% | +44.0% | +43.8% | +6.6% |
| 10Y | +17.0% | +133.1% | -116.1% | -68.1% |
| All | +494.6% | +580.2% | -85.6% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling