+59.7%
INCY vs TXG
+27.0%
+32.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.8% |
| 7D | -4.2% | +9.5% | -13.6% | -5.1% |
| 30D | +0.6% | +18.8% | -18.2% | -1.4% |
| 3M | +12.6% | +136.1% | -123.5% | +1.9% |
| 6M | +28.3% | +235.2% | -206.9% | +10.9% |
| YTD | +23.0% | +320.5% | -297.6% | +3.2% |
| 1Y | +41.0% | +425.2% | -384.2% | +14.4% |
| 3Y | +88.6% | +42.9% | +45.7% | +69.2% |
| 5Y | +70.8% | -62.8% | +133.6% | +72.6% |
| All | +59.7% | +27.0% | +32.7% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling