+57.8%
T vs INCY
+83.5%
-25.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.4% |
| 30D | -3.8% | +8.4% | -12.2% | -4.5% |
| 3M | -8.7% | +0.4% | -9.1% | -8.9% |
| 6M | -8.1% | +22.4% | -30.5% | -10.0% |
| YTD | -6.4% | +22.5% | -28.9% | -8.8% |
| 1Y | -9.8% | +14.8% | -24.5% | -11.3% |
| 3Y | +65.5% | +127.7% | -62.2% | +42.0% |
| All | +57.8% | +83.5% | -25.6% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling