+59.2%
INCY vs TMF
-86.2%
+145.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.3% |
| 7D | -2.2% | -0.9% | -1.3% | -2.2% |
| 30D | +3.7% | -1.0% | +4.6% | +3.7% |
| 3M | +22.1% | -11.3% | +33.3% | +22.0% |
| 6M | +29.8% | -22.7% | +52.5% | +29.4% |
| YTD | +27.6% | -17.3% | +44.9% | +27.4% |
| 1Y | +47.2% | -22.5% | +69.7% | +46.9% |
| 3Y | +97.0% | -43.2% | +140.2% | +95.2% |
| 5Y | +73.4% | -88.3% | +161.7% | +56.2% |
| 10Y | +59.2% | -86.0% | +145.3% | +56.2% |
| All | +59.2% | -86.2% | +145.4% | +56.2% |
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