+75.7%
TFC vs INCY
+15.3%
+60.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +10.8% | +8.4% | +2.4% | +8.9% |
| 3M | -3.8% | +0.4% | -4.1% | -4.1% |
| 6M | +9.6% | +22.4% | -12.8% | +4.5% |
| YTD | +5.8% | +22.5% | -16.7% | +0.5% |
| 1Y | +16.2% | +14.8% | +1.4% | +11.7% |
| 3Y | +96.0% | +127.7% | -31.7% | +60.0% |
| 5Y | +1.7% | +84.4% | -82.7% | -13.5% |
| All | +75.7% | +15.3% | +60.3% | +48.7% |
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 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