+67.7%
INCY vs BTG
+78.0%
-10.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -4.2% | -3.8% | -0.4% | -4.0% |
| 30D | +0.6% | +3.6% | -3.1% | +0.4% |
| 3M | +12.6% | +32.0% | -19.4% | +11.0% |
| 6M | +28.3% | +3.4% | +25.0% | +27.8% |
| YTD | +23.0% | +20.8% | +2.2% | +20.9% |
| 1Y | +41.0% | +22.4% | +18.6% | +37.9% |
| 3Y | +88.6% | +91.7% | -3.1% | +76.4% |
| All | +67.7% | +78.0% | -10.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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