+2,212.2%
TECK vs INCY
+1,847.6%
+364.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.6% |
| 7D | +4.9% | -2.2% | +7.1% | +5.4% |
| 30D | +5.2% | +3.7% | +1.5% | +4.3% |
| 3M | +13.8% | +22.1% | -8.3% | +8.2% |
| 6M | +38.5% | +29.8% | +8.7% | +29.6% |
| YTD | +47.3% | +27.6% | +19.8% | +38.0% |
| 1Y | +81.0% | +47.2% | +33.8% | +63.4% |
| 3Y | +79.9% | +97.0% | -17.1% | +48.5% |
| 5Y | +207.9% | +73.4% | +134.5% | +158.8% |
| 10Y | +389.5% | +59.2% | +330.2% | +295.9% |
| All | +2,212.2% | +1,847.6% | +364.6% | +760.2% |
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