+117.9%
BTSG vs INCY
+20.6%
+97.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.5% | -1.4% |
| 7D | +17.4% | +5.1% | +12.3% | +15.7% |
| 30D | +12.6% | +7.6% | +4.9% | +10.1% |
| 3M | +11.2% | +1.9% | +9.3% | +10.2% |
| 6M | +30.4% | +26.5% | +3.9% | +19.4% |
| YTD | +86.4% | +24.4% | +62.0% | +68.6% |
| 1Y | +117.9% | +19.4% | +98.6% | +102.8% |
| All | +117.9% | +20.6% | +97.3% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling