+95.3%
INCY vs FBTC
+59.7%
+35.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -2.0% |
| 7D | -3.7% | -5.8% | +2.1% | -3.1% |
| 30D | +1.8% | +21.4% | -19.6% | -0.3% |
| 3M | +17.0% | +24.5% | -7.5% | +14.1% |
| 6M | +28.4% | +9.9% | +18.5% | +26.9% |
| YTD | +24.8% | -12.0% | +36.8% | +25.8% |
| 1Y | +42.9% | -32.3% | +75.3% | +47.7% |
| All | +95.3% | +59.7% | +35.6% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling