+48.3%
INCY vs TCOM
-42.5%
+90.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.9% | -9.5% | +11.4% | +3.1% |
| 30D | +5.8% | -10.7% | +16.5% | +7.2% |
| 3M | +25.2% | -14.6% | +39.8% | +27.2% |
| 6M | +28.2% | -19.3% | +47.5% | +31.0% |
| YTD | +28.3% | -42.9% | +71.3% | +32.8% |
| 1Y | +48.3% | -43.8% | +92.1% | +53.6% |
| All | +48.3% | -42.5% | +90.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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