-52.7%
TEAM vs INCY
+69.5%
-122.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | -7.8% | -3.7% | -4.1% | -6.7% |
| 30D | +16.5% | +1.8% | +14.7% | +15.8% |
| 3M | +96.2% | +17.0% | +79.2% | +87.0% |
| 6M | +130.2% | +28.4% | +101.8% | +112.2% |
| YTD | +10.7% | +24.8% | -14.1% | +2.4% |
| 1Y | +3.0% | +42.9% | -39.9% | -10.0% |
| 3Y | -13.1% | +92.7% | -105.8% | -35.3% |
| 5Y | -52.7% | +73.3% | -126.1% | -62.8% |
| All | -52.7% | +69.5% | -122.3% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling