+67.7%
INCY vs TDY
+39.0%
+28.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -4.2% | -1.1% | -3.0% | -3.9% |
| 30D | +0.6% | -12.0% | +12.6% | +3.4% |
| 3M | +12.6% | -3.2% | +15.8% | +13.1% |
| 6M | +28.3% | -7.9% | +36.2% | +30.1% |
| YTD | +23.0% | +18.2% | +4.8% | +17.2% |
| 1Y | +41.0% | +6.7% | +34.3% | +37.5% |
| 3Y | +88.6% | +47.5% | +41.0% | +67.5% |
| All | +67.7% | +39.0% | +28.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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