+5,262.7%
INCY vs TMF
-70.3%
+5,333.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -0.5% | -3.4% | +2.9% | -0.9% |
| 30D | +9.8% | +11.5% | -1.7% | +11.2% |
| 3M | +1.0% | -4.5% | +5.5% | +0.5% |
| 6M | +21.9% | -15.0% | +36.8% | +19.6% |
| YTD | +23.8% | -19.9% | +43.6% | +20.7% |
| 1Y | +13.0% | -26.6% | +39.6% | +9.0% |
| 3Y | +133.2% | -29.8% | +163.0% | +127.3% |
| 5Y | +87.8% | -88.2% | +176.0% | +39.9% |
| 10Y | +17.0% | -81.4% | +98.4% | +6.4% |
| All | +5,262.7% | -70.3% | +5,333.0% | +7,465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling