+426.2%
BTSG vs INCY
+101.0%
+325.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.5% | -6.1% |
| 7D | -5.8% | -3.7% | -2.1% | -4.9% |
| 30D | 0.0% | +1.8% | -1.8% | -0.6% |
| 3M | -4.5% | +17.0% | -21.4% | -8.2% |
| 6M | +40.0% | +28.4% | +11.6% | +31.3% |
| YTD | +54.6% | +24.8% | +29.7% | +45.5% |
| 1Y | +106.1% | +42.9% | +63.2% | +88.5% |
| All | +426.2% | +101.0% | +325.1% | +342.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling