-48.5%
TE vs INCY
+60.1%
-108.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.9% | +10.4% |
| 7D | +18.2% | -0.5% | +18.7% | +18.3% |
| 30D | -13.5% | +3.2% | -16.7% | -14.2% |
| 3M | -44.6% | +23.6% | -68.2% | -48.3% |
| 6M | -24.7% | +29.7% | -54.4% | -31.1% |
| YTD | -24.3% | +25.9% | -50.2% | -30.4% |
| 1Y | +155.6% | +43.7% | +111.8% | +124.5% |
| 3Y | -18.3% | +94.4% | -112.7% | -34.9% |
| 5Y | -41.3% | +68.0% | -109.3% | -52.5% |
| All | -48.5% | +60.1% | -108.6% | -58.6% |
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 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