+10,255.4%
TECH vs INCY
+6,421.1%
+3,834.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.3% | +9.8% | -9.5% | -1.4% |
| 3M | +1.0% | +1.0% | 0.0% | +0.6% |
| 6M | +54.0% | +21.9% | +32.1% | +48.0% |
| YTD | +24.3% | +23.8% | +0.5% | +18.8% |
| 1Y | +23.7% | +13.0% | +10.7% | +20.0% |
| 3Y | +28.5% | +133.2% | -104.7% | +9.4% |
| 5Y | -41.2% | +87.8% | -129.0% | -48.2% |
| 10Y | +189.2% | +17.0% | +172.2% | +164.7% |
| All | +10,255.4% | +6,421.1% | +3,834.3% | +4,281.1% |
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 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