+6,660.0%
INCY vs TRMB
+3,513.4%
+3,146.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.7% |
| 30D | +5.8% | +1.5% | +4.3% | +5.1% |
| 3M | +25.2% | +6.8% | +18.4% | +22.2% |
| 6M | +28.2% | -14.9% | +43.2% | +34.0% |
| YTD | +28.3% | -24.1% | +52.4% | +38.7% |
| 1Y | +48.3% | -25.4% | +73.7% | +60.8% |
| 3Y | +95.9% | +8.0% | +87.9% | +83.3% |
| 5Y | +66.6% | -37.3% | +103.9% | +80.0% |
| 10Y | +54.5% | +116.8% | -62.3% | +3.7% |
| All | +6,660.0% | +3,513.4% | +3,146.6% | +1,534.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling