+49.7%
INCY vs TRMB
+121.9%
-72.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -4.2% | -3.0% | -1.1% | -3.4% |
| 30D | +0.6% | +2.3% | -1.7% | -0.2% |
| 3M | +12.6% | +15.3% | -2.7% | +8.0% |
| 6M | +28.3% | -14.7% | +43.0% | +33.2% |
| YTD | +23.0% | -26.4% | +49.4% | +32.8% |
| 1Y | +41.0% | -30.4% | +71.4% | +54.4% |
| 3Y | +88.6% | +13.5% | +75.1% | +75.8% |
| 5Y | +70.8% | -38.6% | +109.4% | +86.8% |
| All | +49.7% | +121.9% | -72.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling