+145.2%
TE vs INCY
+41.2%
+104.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.3% |
| 7D | +0.2% | -4.2% | +4.4% | -0.7% |
| 30D | -5.9% | +0.6% | -6.5% | -5.6% |
| 3M | -45.6% | +12.6% | -58.2% | -45.1% |
| 6M | -43.4% | +28.3% | -71.7% | -43.0% |
| YTD | -31.0% | +23.0% | -54.0% | -29.7% |
| 1Y | +145.2% | +41.0% | +104.2% | +148.0% |
| All | +145.2% | +41.2% | +104.0% | +148.0% |
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 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