+47.2%
INCY vs TMF
-23.1%
+70.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.7% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | +3.7% | -1.0% | +4.6% | +3.9% |
| 3M | +22.1% | -11.3% | +33.3% | +24.9% |
| 6M | +29.8% | -22.7% | +52.5% | +35.0% |
| YTD | +27.6% | -17.3% | +44.9% | +32.5% |
| 1Y | +47.2% | -22.5% | +69.7% | +53.3% |
| All | +47.2% | -23.1% | +70.3% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling