+66.9%
BROS vs INCY
+96.8%
-29.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -6.6% | -2.2% | -4.4% | -6.3% |
| 30D | -12.3% | +3.7% | -16.0% | -12.8% |
| 3M | -22.2% | +22.1% | -44.3% | -24.7% |
| 6M | -14.3% | +29.8% | -44.1% | -17.9% |
| YTD | -26.6% | +27.6% | -54.1% | -29.3% |
| 1Y | -31.5% | +47.2% | -78.7% | -35.2% |
| All | +66.9% | +96.8% | -29.9% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling