+148.6%
TE vs INCY
+45.3%
+103.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.1% |
| 7D | -4.0% | +1.9% | -5.9% | -3.6% |
| 30D | -15.9% | +5.8% | -21.7% | -14.8% |
| 3M | -60.5% | +25.2% | -85.7% | -60.1% |
| 6M | -35.2% | +28.2% | -63.4% | -33.8% |
| YTD | -31.1% | +28.3% | -59.5% | -29.5% |
| 1Y | +148.6% | +48.3% | +100.3% | +148.6% |
| All | +148.6% | +45.3% | +103.4% | +148.6% |
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