+73.4%
INCY vs TXT
+13.4%
+60.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | +3.7% | -10.4% | +14.1% | +6.3% |
| 3M | +22.1% | -14.3% | +36.4% | +26.0% |
| 6M | +29.8% | -15.1% | +44.9% | +34.0% |
| YTD | +27.6% | -8.3% | +35.9% | +28.8% |
| 1Y | +47.2% | -0.7% | +47.9% | +45.3% |
| 3Y | +97.0% | +6.0% | +91.0% | +88.1% |
| 5Y | +73.4% | +12.5% | +60.8% | +58.5% |
| All | +73.4% | +13.4% | +60.0% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling