+1,251.0%
INCY vs TKO
+1,395.0%
-144.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +1.8% | -2.6% | +4.4% | +2.4% |
| 3M | +17.0% | -7.8% | +24.8% | +19.1% |
| 6M | +28.4% | -7.0% | +35.4% | +30.1% |
| YTD | +24.8% | -8.5% | +33.4% | +26.5% |
| 1Y | +42.9% | -1.3% | +44.2% | +41.5% |
| 3Y | +92.7% | +105.0% | -12.3% | +51.8% |
| 5Y | +73.3% | +292.9% | -219.6% | +11.1% |
| 10Y | +55.8% | +979.3% | -923.6% | -34.9% |
| All | +1,251.0% | +1,395.0% | -144.0% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling