+14.9%
INCY vs TMF
-82.2%
+97.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.3% |
| 7D | +2.3% | -1.1% | +3.4% | +2.3% |
| 30D | +6.7% | +11.8% | -5.2% | +6.6% |
| 3M | -1.0% | -4.0% | +3.0% | -1.0% |
| 6M | +22.1% | -16.5% | +38.6% | +22.0% |
| YTD | +21.8% | -19.9% | +41.7% | +21.7% |
| 1Y | +13.5% | -25.6% | +39.1% | +13.4% |
| 3Y | +129.4% | -29.9% | +159.3% | +129.9% |
| 5Y | +84.0% | -88.2% | +172.2% | +68.4% |
| 10Y | +14.9% | -81.7% | +96.6% | +11.1% |
| All | +14.9% | -82.2% | +97.1% | +11.1% |
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