+94.2%
INCY vs TLN
+574.4%
-480.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -4.2% | -1.3% | -2.8% | -4.2% |
| 30D | +0.6% | -14.3% | +14.9% | +0.6% |
| 3M | +12.6% | -9.3% | +21.9% | +12.4% |
| 6M | +28.3% | -1.1% | +29.4% | +27.6% |
| YTD | +23.0% | -16.6% | +39.5% | +22.5% |
| 1Y | +41.0% | -22.0% | +63.0% | +40.5% |
| 3Y | +88.6% | +470.2% | -381.6% | +94.9% |
| All | +94.2% | +574.4% | -480.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling