+95.6%
INCY vs TRMB
+11.9%
+83.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.9% |
| 7D | -2.2% | -2.9% | +0.7% | -1.5% |
| 30D | +3.7% | -1.8% | +5.4% | +4.0% |
| 3M | +22.1% | +8.4% | +13.7% | +19.5% |
| 6M | +29.8% | -18.5% | +48.3% | +35.7% |
| YTD | +27.6% | -26.7% | +54.3% | +36.7% |
| 1Y | +47.2% | -28.3% | +75.5% | +58.4% |
| All | +95.6% | +11.9% | +83.7% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling