+19.4%
INCY vs TXG
+406.9%
-387.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.4% | +1.1% | +4.3% |
| 7D | +5.1% | -19.3% | +24.4% | +6.4% |
| 30D | +7.6% | -30.9% | +38.6% | +10.0% |
| 3M | +1.9% | +41.1% | -39.2% | -1.7% |
| 6M | +26.5% | +211.9% | -185.4% | +14.3% |
| YTD | +24.4% | +314.0% | -289.6% | +9.0% |
| 1Y | +19.4% | +405.4% | -386.0% | +1.8% |
| All | +19.4% | +406.9% | -387.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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