+4,949.8%
TER vs INCY
+6,351.7%
-1,401.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +14.4% | +1.1% | +13.3% | +14.2% |
| 30D | -30.6% | +8.4% | -39.0% | -31.9% |
| 3M | -39.2% | +0.4% | -39.6% | -39.4% |
| 6M | -31.3% | +22.4% | -53.7% | -35.1% |
| YTD | +29.1% | +22.5% | +6.6% | +21.7% |
| 1Y | +47.4% | +14.8% | +32.7% | +40.8% |
| 3Y | +191.2% | +127.7% | +63.5% | +135.4% |
| 5Y | +74.0% | +84.4% | -10.4% | +47.1% |
| 10Y | +1,005.1% | +15.7% | +989.3% | +891.9% |
| All | +4,949.8% | +6,351.7% | -1,401.9% | +1,351.3% |
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