-42.6%
BROS vs INCY
+83.5%
-126.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.7% |
| 7D | +6.3% | +1.1% | +5.2% | +6.0% |
| 30D | -8.3% | +8.4% | -16.8% | -10.2% |
| 3M | -29.8% | +0.4% | -30.2% | -29.8% |
| 6M | -25.8% | +22.4% | -48.2% | -30.3% |
| YTD | -41.4% | +22.5% | -63.8% | -44.9% |
| 1Y | -35.2% | +14.8% | -49.9% | -38.2% |
| 3Y | +32.8% | +127.7% | -95.0% | -4.3% |
| All | -42.6% | +83.5% | -126.1% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling