+127.7%
INCY vs TAP
-22.2%
+149.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +8.4% | +5.7% | +2.7% | +6.7% |
| 3M | +0.4% | -1.9% | +2.3% | +0.6% |
| 6M | +22.4% | +0.9% | +21.5% | +21.6% |
| YTD | +22.5% | -9.5% | +32.0% | +24.3% |
| 1Y | +14.8% | -9.0% | +23.7% | +16.2% |
| 3Y | +127.7% | -22.2% | +150.0% | +134.2% |
| All | +127.7% | -22.2% | +149.9% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling