+25.1%
BROS vs INCY
+71.3%
-46.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -13.5% | +3.2% | -16.6% | -14.3% |
| 3M | -18.4% | +23.6% | -42.0% | -23.9% |
| 6M | -10.6% | +29.7% | -40.2% | -18.0% |
| YTD | -25.1% | +25.9% | -51.0% | -30.6% |
| 1Y | -28.6% | +43.7% | -72.4% | -37.0% |
| 3Y | +65.6% | +94.4% | -28.9% | +28.1% |
| All | +25.1% | +71.3% | -46.2% | +11.7% |
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 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