+45.9%
TEM vs INCY
+97.9%
-52.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -2.8% |
| 7D | -9.2% | -3.7% | -5.5% | -7.0% |
| 30D | +5.5% | +1.8% | +3.7% | +4.8% |
| 3M | +18.7% | +17.0% | +1.7% | +7.0% |
| 6M | +15.4% | +28.4% | -13.0% | -3.0% |
| YTD | -0.5% | +24.8% | -25.3% | -15.0% |
| 1Y | -24.8% | +42.9% | -67.8% | -42.9% |
| All | +45.9% | +97.9% | -52.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling