+303.8%
TD vs INCY
+54.2%
+249.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -0.5% | -4.2% | +3.6% | 0.0% |
| 30D | -1.9% | +0.6% | -2.5% | -2.0% |
| 3M | +4.8% | +12.6% | -7.9% | +2.8% |
| 6M | +28.0% | +28.3% | -0.3% | +23.3% |
| YTD | +30.3% | +23.0% | +7.3% | +26.0% |
| 1Y | +59.8% | +41.0% | +18.8% | +51.3% |
| 3Y | +124.7% | +88.6% | +36.1% | +101.3% |
| 5Y | +127.0% | +70.8% | +56.2% | +104.8% |
| All | +303.8% | +54.2% | +249.6% | +240.0% |
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