+91.4%
INCY vs TENB
-30.4%
+121.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -2.0% |
| 7D | -3.7% | -7.1% | +3.4% | -3.4% |
| 30D | +1.8% | -15.4% | +17.2% | +2.4% |
| 3M | +17.0% | +19.5% | -2.5% | +14.9% |
| 6M | +28.4% | +54.8% | -26.4% | +23.0% |
| YTD | +24.8% | +36.1% | -11.3% | +20.7% |
| 1Y | +42.9% | +7.0% | +36.0% | +41.7% |
| All | +91.4% | -30.4% | +121.8% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling