+125.4%
TD vs INCY
+69.5%
+55.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -2.6% | -3.7% | +1.1% | -2.2% |
| 30D | -1.0% | +1.8% | -2.8% | -1.2% |
| 3M | +5.6% | +17.0% | -11.4% | +3.6% |
| 6M | +27.1% | +28.4% | -1.3% | +23.1% |
| YTD | +29.4% | +24.8% | +4.6% | +25.5% |
| 1Y | +60.7% | +42.9% | +17.8% | +53.0% |
| 3Y | +127.6% | +92.7% | +34.9% | +105.4% |
| 5Y | +125.4% | +73.3% | +52.1% | +104.8% |
| All | +125.4% | +69.5% | +55.9% | +104.8% |
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