-25.8%
TE vs INCY
+20.6%
-46.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -8.0% | -2.6% |
| 7D | +3.8% | +5.1% | -1.3% | +5.0% |
| 30D | -26.2% | +7.6% | -33.9% | -25.0% |
| 3M | -49.7% | +1.9% | -51.6% | -49.4% |
| 6M | -46.5% | +26.5% | -72.9% | -46.2% |
| YTD | -59.1% | +24.4% | -83.5% | -58.8% |
| 1Y | -25.8% | +19.4% | -45.2% | -20.4% |
| All | -25.8% | +20.6% | -46.4% | -20.4% |
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 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