+41.0%
INCY vs TXG
+453.6%
-412.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.7% |
| 7D | -4.2% | +9.5% | -13.6% | -4.8% |
| 30D | +0.6% | +18.8% | -18.2% | -0.7% |
| 3M | +12.6% | +136.1% | -123.5% | +6.3% |
| 6M | +28.3% | +235.2% | -206.9% | +17.2% |
| YTD | +23.0% | +320.5% | -297.6% | +10.6% |
| 1Y | +41.0% | +425.2% | -384.2% | +26.4% |
| All | +41.0% | +453.6% | -412.6% | +26.4% |
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