+135.2%
INCY vs IBN
+1,483.9%
-1,348.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -2.0% |
| 7D | -4.2% | -3.0% | -1.2% | -3.4% |
| 30D | +0.6% | -1.5% | +2.1% | +1.0% |
| 3M | +12.6% | +7.9% | +4.7% | +10.2% |
| 6M | +28.3% | +8.6% | +19.7% | +25.2% |
| YTD | +23.0% | -0.6% | +23.5% | +23.0% |
| 1Y | +41.0% | -7.3% | +48.3% | +43.7% |
| 3Y | +88.6% | +26.2% | +62.4% | +73.9% |
| 5Y | +70.8% | +57.8% | +13.0% | +45.5% |
| 10Y | +53.5% | +319.5% | -266.0% | -9.8% |
| All | +135.2% | +1,483.9% | -1,348.7% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling