+66.9%
T vs INCY
+56.5%
+10.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | -2.4% | -3.7% | +1.2% | -2.0% |
| 30D | +4.3% | +1.8% | +2.5% | +4.0% |
| 3M | +11.6% | +17.0% | -5.4% | +9.4% |
| 6M | -5.6% | +28.4% | -34.0% | -8.5% |
| YTD | +6.6% | +24.8% | -18.3% | +3.3% |
| 1Y | -8.4% | +42.9% | -51.3% | -12.9% |
| 3Y | +107.8% | +92.7% | +15.2% | +87.3% |
| 5Y | +68.3% | +73.3% | -5.1% | +52.9% |
| All | +66.9% | +56.5% | +10.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling