+73.3%
INCY vs IBN
+52.7%
+20.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -3.7% | -5.5% | +1.8% | -2.3% |
| 30D | +1.8% | -3.4% | +5.2% | +2.7% |
| 3M | +17.0% | +8.7% | +8.3% | +14.5% |
| 6M | +28.4% | +3.7% | +24.7% | +26.9% |
| YTD | +24.8% | -2.4% | +27.2% | +25.1% |
| 1Y | +42.9% | -8.1% | +51.0% | +45.0% |
| 3Y | +92.7% | +26.3% | +66.4% | +80.1% |
| 5Y | +73.3% | +54.9% | +18.4% | +49.3% |
| All | +73.3% | +52.7% | +20.6% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling