+463.5%
BTSG vs INCY
+105.5%
+358.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | +0.9% | +3.7% | -2.8% | -0.1% |
| 3M | +1.6% | +22.1% | -20.4% | -3.4% |
| 6M | +46.8% | +29.8% | +17.0% | +37.2% |
| YTD | +65.5% | +27.6% | +37.9% | +55.0% |
| 1Y | +136.2% | +47.2% | +89.0% | +114.5% |
| All | +463.5% | +105.5% | +358.0% | +371.5% |
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