+67.7%
INCY vs TRU
-35.6%
+103.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.6% |
| 7D | -4.2% | -2.7% | -1.4% | -3.7% |
| 30D | +0.6% | -2.0% | +2.6% | +0.9% |
| 3M | +12.6% | +18.4% | -5.8% | +9.2% |
| 6M | +28.3% | +8.9% | +19.5% | +25.7% |
| YTD | +23.0% | -8.9% | +31.9% | +23.8% |
| 1Y | +41.0% | -15.9% | +56.8% | +43.7% |
| 3Y | +88.6% | -1.1% | +89.7% | +84.1% |
| All | +67.7% | -35.6% | +103.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling