+12,926.4%
TDG vs INCY
+1,904.5%
+11,021.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -1.9% | -4.2% | +2.3% | -1.1% |
| 30D | -7.7% | +0.6% | -8.3% | -7.9% |
| 3M | -9.3% | +12.6% | -22.0% | -11.6% |
| 6M | -9.4% | +28.3% | -37.7% | -13.8% |
| YTD | -14.3% | +23.0% | -37.2% | -18.0% |
| 1Y | -11.8% | +41.0% | -52.8% | -18.1% |
| 3Y | +52.0% | +88.6% | -36.6% | +31.2% |
| 5Y | +128.8% | +70.8% | +58.0% | +99.6% |
| 10Y | +543.8% | +53.5% | +490.3% | +441.1% |
| All | +12,926.4% | +1,904.5% | +11,021.9% | +4,793.4% |
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