+19.7%
BROS vs INCY
+67.3%
-47.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.5% |
| 7D | -5.8% | -4.2% | -1.6% | -4.5% |
| 30D | -14.0% | +0.6% | -14.5% | -14.1% |
| 3M | -32.5% | +12.6% | -45.1% | -35.2% |
| 6M | -14.9% | +28.3% | -43.2% | -21.7% |
| YTD | -28.3% | +23.0% | -51.3% | -33.1% |
| 1Y | -34.0% | +41.0% | -75.0% | -41.3% |
| 3Y | +63.0% | +88.6% | -25.6% | +27.5% |
| All | +19.7% | +67.3% | -47.6% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling