+93.0%
TFC vs INCY
+96.8%
-3.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.9% |
| 30D | -2.3% | +3.7% | -6.0% | -3.1% |
| 3M | +2.5% | +22.1% | -19.6% | -2.0% |
| 6M | +9.5% | +29.8% | -20.3% | +3.3% |
| YTD | +5.1% | +27.6% | -22.5% | -0.9% |
| 1Y | +15.5% | +47.2% | -31.7% | +4.9% |
| All | +93.0% | +96.8% | -3.8% | +58.8% |
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