+183.7%
TECH vs INCY
+54.2%
+129.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.5% |
| 7D | -0.4% | -4.2% | +3.7% | +0.8% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | +33.7% | +12.6% | +21.0% | +28.1% |
| 6M | +34.9% | +28.3% | +6.6% | +23.8% |
| YTD | +23.2% | +23.0% | +0.2% | +14.3% |
| 1Y | +36.3% | +41.0% | -4.7% | +20.9% |
| 3Y | +2.3% | +88.6% | -86.3% | -18.2% |
| 5Y | -42.9% | +70.8% | -113.7% | -53.3% |
| All | +183.7% | +54.2% | +129.5% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling