+67.7%
INCY vs TKO
+291.2%
-223.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -4.2% | +2.3% | -6.5% | -4.5% |
| 30D | +0.6% | -2.5% | +3.1% | +0.8% |
| 3M | +12.6% | -10.6% | +23.2% | +13.9% |
| 6M | +28.3% | -5.1% | +33.4% | +28.8% |
| YTD | +23.0% | -8.2% | +31.2% | +23.7% |
| 1Y | +41.0% | -4.4% | +45.4% | +41.0% |
| 3Y | +88.6% | +100.4% | -11.8% | +71.5% |
| All | +67.7% | +291.2% | -223.5% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling