+6,660.0%
INCY vs TAP
+822.2%
+5,837.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | -2.3% | +4.2% | +2.5% |
| 30D | +5.8% | -2.1% | +7.9% | +6.3% |
| 3M | +25.2% | +6.6% | +18.6% | +23.1% |
| 6M | +28.2% | -11.5% | +39.7% | +31.6% |
| YTD | +28.3% | -10.3% | +38.6% | +30.9% |
| 1Y | +48.3% | -14.4% | +62.7% | +52.7% |
| 3Y | +95.9% | -28.3% | +124.2% | +109.2% |
| 5Y | +66.6% | +1.7% | +64.9% | +60.1% |
| 10Y | +54.5% | -49.2% | +103.8% | +68.8% |
| All | +6,660.0% | +822.2% | +5,837.8% | +4,479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling