+7,857.5%
TD vs INCY
+1,128.6%
+6,728.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.7% |
| 7D | +0.9% | -0.5% | +1.3% | +0.9% |
| 30D | -0.7% | +3.2% | -3.8% | -1.0% |
| 3M | +6.3% | +23.6% | -17.3% | +3.7% |
| 6M | +27.9% | +29.7% | -1.7% | +24.1% |
| YTD | +29.8% | +25.9% | +3.9% | +26.1% |
| 1Y | +63.7% | +43.7% | +19.9% | +56.6% |
| 3Y | +128.3% | +94.4% | +33.9% | +109.3% |
| 5Y | +125.5% | +68.0% | +57.6% | +108.9% |
| 10Y | +296.7% | +52.5% | +244.2% | +259.5% |
| All | +7,857.5% | +1,128.6% | +6,728.9% | +4,010.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling