-33.5%
TEM vs INCY
+41.2%
-74.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.0% |
| 7D | -8.7% | -4.2% | -4.5% | -7.2% |
| 30D | +8.1% | +0.6% | +7.5% | +8.3% |
| 3M | +19.0% | +12.6% | +6.3% | +14.8% |
| 6M | +12.0% | +28.3% | -16.3% | +1.7% |
| YTD | -0.1% | +23.0% | -23.1% | -7.1% |
| 1Y | -33.5% | +41.0% | -74.5% | -39.8% |
| All | -33.5% | +41.2% | -74.8% | -39.8% |
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