+6,351.7%
INCY vs TXT
+814.4%
+5,537.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +8.4% | +13.3% | -4.9% | +3.2% |
| 3M | +0.4% | -5.0% | +5.3% | +1.6% |
| 6M | +22.4% | -8.4% | +30.8% | +24.7% |
| YTD | +22.5% | -4.0% | +26.4% | +21.9% |
| 1Y | +14.8% | +2.8% | +12.0% | +11.4% |
| 3Y | +127.7% | +10.3% | +117.4% | +111.5% |
| 5Y | +84.4% | +9.2% | +75.2% | +67.3% |
| 10Y | +15.7% | +89.6% | -73.8% | -24.5% |
| All | +6,351.7% | +814.4% | +5,537.4% | +1,653.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling