+59.7%
TEM vs INCY
+99.7%
-40.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.6% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | +23.5% | +3.2% | +20.3% | +21.7% |
| 3M | +32.3% | +23.6% | +8.7% | +14.9% |
| 6M | +23.0% | +29.7% | -6.6% | +2.8% |
| YTD | +8.9% | +25.9% | -17.1% | -7.5% |
| 1Y | -19.9% | +43.7% | -63.6% | -39.3% |
| All | +59.7% | +99.7% | -40.0% | -1.4% |
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