+41.0%
INCY vs TXT
0.0%
+40.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.6% |
| 7D | -4.2% | +2.5% | -6.6% | -4.3% |
| 30D | +0.6% | -8.9% | +9.4% | +1.4% |
| 3M | +12.6% | -13.6% | +26.2% | +13.6% |
| 6M | +28.3% | -13.1% | +41.4% | +29.1% |
| YTD | +23.0% | -7.0% | +30.0% | +22.6% |
| 1Y | +41.0% | -1.4% | +42.4% | +38.3% |
| All | +41.0% | 0.0% | +40.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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