+19.4%
INCY vs TENB
+64.9%
-45.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.5% |
| 7D | +5.1% | -2.8% | +7.9% | +5.0% |
| 30D | +7.6% | +22.9% | -15.3% | +8.5% |
| 3M | +1.9% | +31.7% | -29.9% | +2.7% |
| 6M | +26.5% | +127.3% | -100.8% | +26.8% |
| YTD | +24.4% | +101.2% | -76.8% | +22.0% |
| 1Y | +19.4% | +68.7% | -49.3% | +11.5% |
| All | +19.4% | +64.9% | -45.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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