+16.0%
TFC vs INCY
+69.5%
-53.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.9% |
| 7D | -2.5% | -3.7% | +1.2% | -1.6% |
| 30D | -2.8% | +1.8% | -4.7% | -3.4% |
| 3M | +2.1% | +17.0% | -14.8% | -2.0% |
| 6M | +10.1% | +28.4% | -18.3% | +3.1% |
| YTD | +5.4% | +24.8% | -19.4% | -1.0% |
| 1Y | +16.3% | +42.9% | -26.6% | +4.9% |
| 3Y | +95.9% | +92.7% | +3.2% | +59.2% |
| 5Y | +16.0% | +73.3% | -57.4% | -3.5% |
| All | +16.0% | +69.5% | -53.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling