+15.3%
INCY vs TMF
-82.1%
+97.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +1.1% | -9.3% | +10.4% | +1.2% |
| 30D | +8.4% | +1.9% | +6.5% | +8.4% |
| 3M | +0.4% | -11.2% | +11.6% | +0.4% |
| 6M | +22.4% | -17.7% | +40.1% | +22.4% |
| YTD | +22.5% | -24.5% | +46.9% | +22.5% |
| 1Y | +14.8% | -29.4% | +44.2% | +14.7% |
| 3Y | +127.7% | -33.4% | +161.2% | +128.3% |
| 5Y | +84.4% | -88.7% | +173.1% | +69.1% |
| All | +15.3% | -82.1% | +97.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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