-25.0%
TEVA vs INCY
+54.2%
-79.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | +2.0% | -4.2% | +6.2% | +3.3% |
| 30D | +1.0% | +0.6% | +0.4% | +0.8% |
| 3M | +7.3% | +12.6% | -5.3% | +3.2% |
| 6M | +21.7% | +28.3% | -6.6% | +12.8% |
| YTD | +18.8% | +23.0% | -4.1% | +11.0% |
| 1Y | +86.5% | +41.0% | +45.5% | +67.0% |
| 3Y | +269.4% | +88.6% | +180.8% | +194.2% |
| 5Y | +303.6% | +70.8% | +232.8% | +226.2% |
| All | -25.0% | +54.2% | -79.2% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling