-10.5%
TEM vs INCY
+20.6%
-31.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.3% | -4.8% |
| 7D | -1.3% | +5.1% | -6.4% | -3.7% |
| 30D | -9.5% | +7.6% | -17.1% | -12.8% |
| 3M | +60.7% | +1.9% | +58.8% | +60.4% |
| 6M | +35.5% | +26.5% | +9.0% | +23.1% |
| YTD | +28.0% | +24.4% | +3.7% | +16.2% |
| 1Y | -10.5% | +19.4% | -29.9% | -17.2% |
| All | -10.5% | +20.6% | -31.1% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling