+788.5%
INCY vs TDY
+6,969.6%
-6,181.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.7% | -1.9% | -1.8% | -2.9% |
| 30D | +1.8% | -12.5% | +14.3% | +7.8% |
| 3M | +17.0% | -0.8% | +17.8% | +16.8% |
| 6M | +28.4% | -9.0% | +37.4% | +32.5% |
| YTD | +24.8% | +16.8% | +8.0% | +14.8% |
| 1Y | +42.9% | +9.5% | +33.5% | +34.8% |
| 3Y | +92.7% | +45.4% | +47.3% | +56.6% |
| 5Y | +73.3% | +37.8% | +35.5% | +40.5% |
| 10Y | +55.8% | +470.2% | -414.4% | -40.1% |
| All | +788.5% | +6,969.6% | -6,181.1% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling