+1,485.0%
INCY vs BTG
+385.9%
+1,099.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | +3.7% | +9.5% | -5.8% | +3.4% |
| 3M | +22.1% | +38.5% | -16.4% | +20.7% |
| 6M | +29.8% | +5.6% | +24.1% | +29.2% |
| YTD | +27.6% | +23.9% | +3.7% | +26.2% |
| 1Y | +47.2% | +32.1% | +15.1% | +45.1% |
| 3Y | +97.0% | +103.2% | -6.2% | +90.4% |
| 5Y | +73.4% | +79.7% | -6.4% | +67.7% |
| 10Y | +59.2% | +159.1% | -99.9% | +51.4% |
| All | +1,485.0% | +385.9% | +1,099.2% | +1,641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling