+65.7%
INCY vs TXG
+24.6%
+41.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.0% |
| 7D | -2.2% | +9.1% | -11.3% | -3.1% |
| 30D | +3.7% | +14.9% | -11.2% | +2.0% |
| 3M | +22.1% | +120.0% | -97.9% | +11.2% |
| 6M | +29.8% | +221.8% | -192.0% | +12.7% |
| YTD | +27.6% | +312.6% | -285.0% | +7.3% |
| 1Y | +47.2% | +398.4% | -351.2% | +20.2% |
| 3Y | +97.0% | +42.1% | +54.9% | +76.8% |
| 5Y | +73.4% | -63.5% | +136.8% | +75.6% |
| All | +65.7% | +24.6% | +41.0% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling