-29.9%
BITO vs INCY
+45.3%
-75.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +2.9% | +1.9% | +1.0% | +2.6% |
| 30D | +22.6% | +5.8% | +16.8% | +21.6% |
| 3M | +24.7% | +25.2% | -0.5% | +19.7% |
| 6M | +7.5% | +28.2% | -20.8% | +2.3% |
| YTD | -10.8% | +28.3% | -39.1% | -14.8% |
| 1Y | -29.9% | +48.3% | -78.3% | -34.1% |
| All | -29.9% | +45.3% | -75.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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