+23.3%
BTDR vs INCY
+64.6%
-41.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.1% |
| 7D | +14.8% | -2.2% | +17.0% | +15.6% |
| 30D | +41.8% | +3.7% | +38.1% | +40.2% |
| 3M | -29.2% | +22.1% | -51.2% | -35.0% |
| 6M | +66.2% | +29.8% | +36.4% | +49.0% |
| YTD | +10.0% | +27.6% | -17.6% | -0.6% |
| 1Y | -11.0% | +47.2% | -58.2% | -23.1% |
| 3Y | +6.9% | +97.0% | -90.0% | -17.5% |
| 5Y | +24.7% | +73.4% | -48.7% | -2.8% |
| All | +23.3% | +64.6% | -41.3% | -2.6% |
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