+12.4%
INCY vs TMF
-29.9%
+42.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +1.0% |
| 7D | +3.1% | -8.2% | +11.3% | +6.1% |
| 30D | +12.0% | +5.3% | +6.7% | +10.1% |
| 3M | +0.8% | -8.5% | +9.2% | +3.6% |
| 6M | +22.8% | -17.2% | +39.9% | +29.4% |
| YTD | +23.2% | -23.4% | +46.6% | +32.9% |
| 1Y | +12.4% | -30.2% | +42.7% | +28.4% |
| All | +12.4% | -29.9% | +42.3% | +28.4% |
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 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