-10.6%
BITO vs INCY
+87.1%
-97.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | -0.7% |
| 7D | -5.8% | -3.7% | -2.1% | -4.8% |
| 30D | +21.1% | +1.8% | +19.3% | +20.5% |
| 3M | +23.5% | +17.0% | +6.5% | +17.2% |
| 6M | +8.3% | +28.4% | -20.1% | -0.5% |
| YTD | -13.9% | +24.8% | -38.7% | -20.4% |
| 1Y | -34.5% | +42.9% | -77.5% | -42.4% |
| 3Y | +147.0% | +92.7% | +54.3% | +89.1% |
| All | -10.6% | +87.1% | -97.6% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling