+102.7%
INCY vs TLN
+583.6%
-480.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.0% |
| 7D | +1.9% | +7.1% | -5.1% | +1.9% |
| 30D | +5.8% | -3.9% | +9.7% | +5.8% |
| 3M | +25.2% | -16.2% | +41.4% | +25.2% |
| 6M | +28.2% | -5.8% | +34.0% | +27.7% |
| YTD | +28.3% | -15.4% | +43.8% | +27.8% |
| 1Y | +48.3% | -16.7% | +65.0% | +47.8% |
| 3Y | +95.9% | +473.8% | -377.8% | +102.4% |
| All | +102.7% | +583.6% | -480.9% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling