+88.6%
INCY vs TKO
+102.7%
-14.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -4.2% | +2.3% | -6.5% | -4.4% |
| 30D | +0.6% | -2.5% | +3.1% | +0.7% |
| 3M | +12.6% | -10.6% | +23.2% | +13.4% |
| 6M | +28.3% | -5.1% | +33.4% | +28.6% |
| YTD | +23.0% | -8.2% | +31.2% | +23.4% |
| 1Y | +41.0% | -4.4% | +45.4% | +41.0% |
| 3Y | +88.6% | +100.4% | -11.8% | +83.3% |
| All | +88.6% | +102.7% | -14.1% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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