-17.0%
TEAM vs INCY
+96.8%
-113.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.5% |
| 7D | -4.7% | -2.2% | -2.5% | -4.3% |
| 30D | +17.0% | +3.7% | +13.4% | +16.3% |
| 3M | +85.9% | +22.1% | +63.8% | +80.5% |
| 6M | +116.7% | +29.8% | +86.9% | +108.1% |
| YTD | +9.6% | +27.6% | -18.0% | +5.3% |
| 1Y | -2.5% | +47.2% | -49.7% | -9.5% |
| All | -17.0% | +96.8% | -113.8% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling