+269.4%
TEVA vs INCY
+89.7%
+179.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.4% |
| 7D | +2.0% | -4.2% | +6.2% | +3.0% |
| 30D | +1.0% | +0.6% | +0.4% | +0.9% |
| 3M | +7.3% | +12.6% | -5.3% | +4.2% |
| 6M | +21.7% | +28.3% | -6.6% | +15.1% |
| YTD | +18.8% | +23.0% | -4.1% | +12.9% |
| 1Y | +86.5% | +41.0% | +45.5% | +73.6% |
| 3Y | +269.4% | +88.6% | +180.8% | +204.0% |
| All | +269.4% | +89.7% | +179.7% | +204.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling