+214.8%
TER vs INCY
+43.7%
+171.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.5% |
| 7D | +9.4% | -3.7% | +13.1% | +9.4% |
| 30D | -2.4% | +1.8% | -4.3% | -2.4% |
| 3M | +6.5% | +17.0% | -10.4% | +3.8% |
| 6M | +23.2% | +28.4% | -5.2% | +15.9% |
| YTD | +91.5% | +24.8% | +66.7% | +82.2% |
| 1Y | +214.8% | +42.9% | +171.9% | +198.0% |
| All | +214.8% | +43.7% | +171.1% | +198.0% |
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