+670.1%
TEL vs INCY
+1,846.8%
-1,176.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -4.9% | +3.2% | -8.1% | -5.7% |
| 3M | +0.1% | +23.6% | -23.5% | -5.3% |
| 6M | +0.4% | +29.7% | -29.3% | -6.2% |
| YTD | -8.9% | +25.9% | -34.9% | -14.5% |
| 1Y | -0.3% | +43.7% | -44.0% | -9.6% |
| 3Y | +67.6% | +94.4% | -26.8% | +38.5% |
| 5Y | +50.7% | +68.0% | -17.3% | +27.6% |
| 10Y | +288.6% | +52.5% | +236.1% | +212.4% |
| All | +670.1% | +1,846.8% | -1,176.7% | +109.2% |
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