+95.6%
INCY vs IBN
+25.8%
+69.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | -2.2% | -5.1% | +2.9% | -0.8% |
| 30D | +3.7% | -3.5% | +7.2% | +4.7% |
| 3M | +22.1% | +11.3% | +10.8% | +18.7% |
| 6M | +29.8% | +4.4% | +25.3% | +27.8% |
| YTD | +27.6% | -1.8% | +29.4% | +27.3% |
| 1Y | +47.2% | -8.0% | +55.2% | +48.3% |
| All | +95.6% | +25.8% | +69.8% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling