-1.4%
TEAM vs INCY
+12.8%
-14.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.4% | +1.1% | -3.5% | -2.4% |
| 30D | -26.7% | +8.4% | -35.1% | -26.8% |
| 3M | -9.6% | +0.4% | -10.0% | -9.6% |
| 6M | +86.0% | +22.4% | +63.6% | +90.9% |
| YTD | -7.5% | +22.5% | -30.0% | -3.7% |
| 1Y | -1.4% | +14.8% | -16.1% | +3.1% |
| All | -1.4% | +12.8% | -14.1% | +3.1% |
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 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