+6,421.1%
INCY vs TXT
+839.4%
+5,581.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +9.8% | +13.4% | -3.6% | +4.5% |
| 3M | +1.0% | -2.5% | +3.5% | +1.3% |
| 6M | +21.9% | -6.2% | +28.1% | +23.1% |
| YTD | +23.8% | -1.3% | +25.1% | +22.0% |
| 1Y | +13.0% | +4.3% | +8.7% | +9.2% |
| 3Y | +133.2% | +13.2% | +119.9% | +114.5% |
| 5Y | +87.8% | +12.4% | +75.4% | +68.7% |
| 10Y | +17.0% | +94.8% | -77.8% | -24.4% |
| All | +6,421.1% | +839.4% | +5,581.7% | +1,655.6% |
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