-20.3%
BROS vs INCY
+20.6%
-40.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.5% | -0.2% |
| 7D | +2.5% | +5.1% | -2.6% | +1.1% |
| 30D | +15.1% | +7.6% | +7.4% | +12.8% |
| 3M | -31.4% | +1.9% | -33.2% | -31.8% |
| 6M | -22.6% | +26.5% | -49.1% | -28.2% |
| YTD | -28.1% | +24.4% | -52.5% | -32.3% |
| 1Y | -20.3% | +19.4% | -39.6% | -24.3% |
| All | -20.3% | +20.6% | -40.9% | -24.3% |
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