+228.2%
TER vs INCY
+69.9%
+158.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.8% |
| 7D | +12.4% | -2.2% | +14.5% | +13.0% |
| 30D | +5.1% | +3.7% | +1.5% | +4.0% |
| 3M | +4.0% | +22.1% | -18.1% | -3.6% |
| 6M | +29.5% | +29.8% | -0.2% | +17.1% |
| YTD | +98.5% | +27.6% | +70.9% | +80.1% |
| 1Y | +234.1% | +47.2% | +186.9% | +186.9% |
| 3Y | +289.0% | +97.0% | +192.1% | +192.0% |
| 5Y | +228.2% | +73.4% | +154.8% | +153.7% |
| All | +228.2% | +69.9% | +158.3% | +153.7% |
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