+64.9%
INCY vs TPG
+74.1%
-9.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -4.2% | -9.4% | +5.3% | -2.6% |
| 30D | +0.6% | -5.3% | +5.8% | +1.3% |
| 3M | +12.6% | +12.9% | -0.3% | +10.0% |
| 6M | +28.3% | +20.1% | +8.2% | +23.6% |
| YTD | +23.0% | -22.5% | +45.5% | +27.4% |
| 1Y | +41.0% | -19.7% | +60.6% | +44.7% |
| 3Y | +88.6% | +81.2% | +7.4% | +64.0% |
| All | +64.9% | +74.1% | -9.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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