+20.6%
INCY vs TRU
+226.0%
-205.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -2.2% | -6.5% | +4.3% | -0.5% |
| 30D | +3.7% | -2.5% | +6.2% | +4.2% |
| 3M | +22.1% | +10.4% | +11.7% | +18.6% |
| 6M | +29.8% | +1.6% | +28.1% | +28.1% |
| YTD | +27.6% | -9.7% | +37.3% | +29.1% |
| 1Y | +47.2% | -17.3% | +64.5% | +51.8% |
| 3Y | +97.0% | -1.8% | +98.8% | +86.2% |
| 5Y | +73.4% | -36.2% | +109.6% | +85.6% |
| 10Y | +59.2% | +143.2% | -84.0% | -5.9% |
| All | +20.6% | +226.0% | -205.4% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling