+101.5%
INCY vs TLN
+589.3%
-487.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | -2.2% | +5.8% | -8.0% | -2.2% |
| 30D | +3.7% | -6.9% | +10.5% | +3.6% |
| 3M | +22.1% | -10.9% | +33.0% | +21.9% |
| 6M | +29.8% | -4.6% | +34.4% | +29.2% |
| YTD | +27.6% | -14.7% | +42.3% | +27.1% |
| 1Y | +47.2% | -17.9% | +65.1% | +46.7% |
| 3Y | +97.0% | +483.9% | -386.9% | +103.6% |
| All | +101.5% | +589.3% | -487.8% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling