+802.8%
TEAM vs INCY
+15.4%
+787.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -0.4% | +1.9% | -2.4% | -1.0% |
| 30D | +67.3% | +5.8% | +61.5% | +64.6% |
| 3M | +86.8% | +25.2% | +61.6% | +74.6% |
| 6M | +146.8% | +28.2% | +118.6% | +128.0% |
| YTD | +16.9% | +28.3% | -11.4% | +7.5% |
| 1Y | +12.8% | +48.3% | -35.6% | -1.5% |
| 3Y | -7.3% | +95.9% | -103.2% | -27.9% |
| 5Y | -50.7% | +66.6% | -117.3% | -59.7% |
| 10Y | +529.8% | +54.5% | +475.3% | +366.8% |
| All | +802.8% | +15.4% | +787.3% | +707.5% |
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