+16.3%
TFC vs INCY
+43.7%
-27.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.7% |
| 7D | -2.5% | -3.7% | +1.2% | -1.9% |
| 30D | -2.8% | +1.8% | -4.7% | -3.2% |
| 3M | +2.1% | +17.0% | -14.8% | -0.4% |
| 6M | +10.1% | +28.4% | -18.3% | +5.9% |
| YTD | +5.4% | +24.8% | -19.4% | +1.5% |
| 1Y | +16.3% | +42.9% | -26.6% | +7.0% |
| All | +16.3% | +43.7% | -27.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling