+433.9%
BTSG vs INCY
+98.1%
+335.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.8% |
| 7D | -3.3% | -4.2% | +0.9% | -2.3% |
| 30D | -1.6% | +0.6% | -2.2% | -1.8% |
| 3M | -6.9% | +12.6% | -19.5% | -9.7% |
| 6M | +42.1% | +28.3% | +13.8% | +33.3% |
| YTD | +56.8% | +23.0% | +33.8% | +48.2% |
| 1Y | +109.8% | +41.0% | +68.9% | +92.5% |
| All | +433.9% | +98.1% | +335.8% | +350.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling