+62.6%
TD vs INCY
+20.6%
+42.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +2.6% |
| 7D | +1.4% | +5.1% | -3.7% | +1.2% |
| 30D | +10.2% | +7.6% | +2.6% | +10.0% |
| 3M | +8.1% | +1.9% | +6.3% | +8.1% |
| 6M | +22.3% | +26.5% | -4.2% | +20.6% |
| YTD | +39.0% | +24.4% | +14.7% | +36.1% |
| 1Y | +62.6% | +19.4% | +43.3% | +60.5% |
| All | +62.6% | +20.6% | +42.0% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling