+48.3%
INCY vs IBN
-4.0%
+52.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +1.9% | +1.4% | +0.5% | +1.2% |
| 30D | +5.8% | -0.3% | +6.1% | +6.0% |
| 3M | +25.2% | +17.1% | +8.1% | +15.5% |
| 6M | +28.2% | +3.4% | +24.8% | +24.7% |
| YTD | +28.3% | +2.5% | +25.8% | +25.3% |
| 1Y | +48.3% | -4.2% | +52.5% | +46.6% |
| All | +48.3% | -4.0% | +52.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling