+80.2%
INCY vs TENB
+1.3%
+79.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | +3.7% | -8.3% | +11.9% | +4.5% |
| 3M | +22.1% | +26.2% | -4.1% | +16.2% |
| 6M | +29.8% | +60.2% | -30.4% | +17.6% |
| YTD | +27.6% | +43.1% | -15.5% | +17.3% |
| 1Y | +47.2% | +9.4% | +37.9% | +41.6% |
| 3Y | +97.0% | -23.9% | +120.8% | +97.5% |
| 5Y | +73.4% | -28.2% | +101.6% | +67.8% |
| All | +80.2% | +1.3% | +79.0% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling