+4,716.3%
BTI vs INCY
+6,620.5%
-1,904.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -2.4% | -2.2% | -0.2% | -2.3% |
| 30D | -4.8% | +3.7% | -8.4% | -5.0% |
| 3M | -8.1% | +22.1% | -30.2% | -9.1% |
| 6M | -4.2% | +29.8% | -34.0% | -5.6% |
| YTD | -1.3% | +27.6% | -28.9% | -2.7% |
| 1Y | +2.1% | +47.2% | -45.1% | -0.2% |
| 3Y | +108.9% | +97.0% | +12.0% | +100.0% |
| 5Y | +114.5% | +73.4% | +41.1% | +106.2% |
| 10Y | +72.2% | +59.2% | +13.0% | +64.1% |
| All | +4,716.3% | +6,620.5% | -1,904.2% | +3,290.9% |
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 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