-53.1%
TE vs INCY
+56.3%
-109.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.0% |
| 7D | +0.2% | -4.2% | +4.4% | +1.2% |
| 30D | -5.9% | +0.6% | -6.5% | -6.1% |
| 3M | -45.6% | +12.6% | -58.2% | -48.0% |
| 6M | -43.4% | +28.3% | -71.7% | -48.1% |
| YTD | -31.0% | +23.0% | -54.0% | -36.2% |
| 1Y | +145.2% | +41.0% | +104.2% | +116.4% |
| 3Y | -24.1% | +88.6% | -112.6% | -39.1% |
| 5Y | -48.1% | +70.8% | -118.9% | -57.9% |
| All | -53.1% | +56.3% | -109.4% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling