+41.0%
INCY vs TRMB
-28.6%
+69.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -4.2% | -3.0% | -1.1% | -3.5% |
| 30D | +0.6% | +2.3% | -1.7% | -0.1% |
| 3M | +12.6% | +15.3% | -2.7% | +9.3% |
| 6M | +28.3% | -14.7% | +43.0% | +32.4% |
| YTD | +23.0% | -26.4% | +49.4% | +32.6% |
| 1Y | +41.0% | -30.4% | +71.4% | +54.3% |
| All | +41.0% | -28.6% | +69.6% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling