+52.2%
TEM vs INCY
+102.3%
-50.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.5% |
| 7D | -1.1% | -2.2% | +1.1% | +0.2% |
| 30D | +11.3% | +3.7% | +7.6% | +9.3% |
| 3M | +25.5% | +22.1% | +3.5% | +10.0% |
| 6M | +17.1% | +29.8% | -12.6% | -2.1% |
| YTD | +3.8% | +27.6% | -23.8% | -12.6% |
| 1Y | -24.4% | +47.2% | -71.6% | -43.6% |
| All | +52.2% | +102.3% | -50.1% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling