+5,459.2%
INCY vs TMF
-68.9%
+5,528.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | +1.9% | -1.4% | +3.3% | +1.7% |
| 30D | +5.8% | -2.8% | +8.6% | +5.5% |
| 3M | +25.2% | -10.9% | +36.1% | +23.5% |
| 6M | +28.2% | -21.3% | +49.5% | +24.6% |
| YTD | +28.3% | -15.9% | +44.2% | +25.8% |
| 1Y | +48.3% | -15.7% | +64.1% | +45.6% |
| 3Y | +95.9% | -43.4% | +139.3% | +85.3% |
| 5Y | +66.6% | -87.8% | +154.3% | +25.0% |
| 10Y | +54.5% | -86.7% | +141.3% | +28.8% |
| All | +5,459.2% | -68.9% | +5,528.1% | +7,786.5% |
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