+41.0%
INCY vs FBTC
-32.3%
+73.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | -3.1% | -1.1% | -3.9% |
| 30D | +0.6% | +22.0% | -21.4% | -1.1% |
| 3M | +12.6% | +21.6% | -9.0% | +10.7% |
| 6M | +28.3% | +9.2% | +19.1% | +27.6% |
| YTD | +23.0% | -11.8% | +34.8% | +23.3% |
| 1Y | +41.0% | -32.7% | +73.7% | +42.5% |
| All | +41.0% | -32.3% | +73.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 1y: compounded portfolio wealth divided by compounded FBTC 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…
1y analysis · Full analysis span regression · 6 months rolling