+1,963.0%
INCY vs TCOM
+2,658.7%
-695.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -0.5% | -7.6% | +7.1% | +1.3% |
| 30D | +3.2% | -12.2% | +15.4% | +6.2% |
| 3M | +23.6% | -14.2% | +37.8% | +27.4% |
| 6M | +29.7% | -25.0% | +54.7% | +37.6% |
| YTD | +25.9% | -43.7% | +69.6% | +41.5% |
| 1Y | +43.7% | -44.5% | +88.3% | +61.9% |
| 3Y | +94.4% | +13.4% | +81.0% | +75.6% |
| 5Y | +68.0% | +26.5% | +41.5% | +34.7% |
| 10Y | +52.5% | -10.3% | +62.8% | +22.9% |
| All | +1,963.0% | +2,658.7% | -695.6% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling