+10,202.8%
TECH vs INCY
+6,660.0%
+3,542.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +0.7% | +5.8% | -5.1% | -0.3% |
| 3M | +36.3% | +25.2% | +11.2% | +30.6% |
| 6M | +25.6% | +28.2% | -2.6% | +19.6% |
| YTD | +23.7% | +28.3% | -4.6% | +17.7% |
| 1Y | +37.6% | +48.3% | -10.7% | +27.5% |
| 3Y | -6.6% | +95.9% | -102.5% | -18.0% |
| 5Y | -42.2% | +66.6% | -108.8% | -48.1% |
| 10Y | +187.6% | +54.5% | +133.0% | +151.5% |
| All | +10,202.8% | +6,660.0% | +3,542.8% | +4,239.2% |
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