+19.4%
INCY vs TSLQ
-17.8%
+37.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.4% | -2.0% | +4.5% |
| 7D | +5.1% | +9.8% | -4.7% | +5.2% |
| 30D | +7.6% | -6.0% | +13.7% | +7.6% |
| 3M | +1.9% | -35.0% | +36.9% | +1.2% |
| 6M | +26.5% | -24.9% | +51.4% | +26.2% |
| YTD | +24.4% | -12.7% | +37.0% | +24.9% |
| 1Y | +19.4% | -21.0% | +40.4% | +18.6% |
| All | +19.4% | -17.8% | +37.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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