+108.5%
BTI vs INCY
+89.7%
+18.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -0.2% | -4.2% | +4.0% | +0.1% |
| 30D | -1.1% | +0.6% | -1.7% | -1.2% |
| 3M | -8.8% | +12.6% | -21.4% | -9.6% |
| 6M | -4.0% | +28.3% | -32.3% | -5.6% |
| YTD | +0.4% | +23.0% | -22.6% | -1.2% |
| 1Y | +1.9% | +41.0% | -39.0% | -0.6% |
| 3Y | +108.5% | +88.6% | +19.9% | +92.2% |
| All | +108.5% | +89.7% | +18.8% | +92.2% |
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