+6,660.0%
INCY vs TXT
+764.1%
+5,895.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.9% | -4.8% | +6.7% | +3.7% |
| 30D | +5.8% | -10.6% | +16.4% | +10.0% |
| 3M | +25.2% | -13.2% | +38.4% | +30.8% |
| 6M | +28.2% | -20.3% | +48.6% | +37.6% |
| YTD | +28.3% | -9.3% | +37.6% | +31.1% |
| 1Y | +48.3% | -2.7% | +51.0% | +47.4% |
| 3Y | +95.9% | +1.4% | +94.6% | +88.3% |
| 5Y | +66.6% | +9.6% | +57.0% | +51.3% |
| 10Y | +54.5% | +94.9% | -40.4% | +0.2% |
| All | +6,660.0% | +764.1% | +5,895.9% | +1,785.3% |
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 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