+20.4%
BTDR vs INCY
+69.3%
-48.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.2% |
| 7D | -3.4% | -4.2% | +0.8% | -2.0% |
| 30D | +32.6% | +0.6% | +32.0% | +32.4% |
| 3M | -32.2% | +12.6% | -44.9% | -35.9% |
| 6M | +52.4% | +28.3% | +24.0% | +37.1% |
| YTD | +6.7% | +23.0% | -16.3% | -2.4% |
| 1Y | -15.2% | +41.0% | -56.2% | -25.7% |
| 3Y | +14.9% | +88.6% | -73.7% | -10.2% |
| All | +20.4% | +69.3% | -48.8% | -4.8% |
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