+1,516.7%
TFC vs INCY
+6,660.0%
-5,143.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.4% | +1.9% | +0.5% | +2.2% |
| 30D | -1.3% | +5.8% | -7.1% | -2.0% |
| 3M | +6.1% | +25.2% | -19.1% | +3.2% |
| 6M | +7.3% | +28.2% | -20.9% | +4.0% |
| YTD | +8.2% | +28.3% | -20.1% | +4.7% |
| 1Y | +14.4% | +48.3% | -33.9% | +8.7% |
| 3Y | +93.7% | +95.9% | -2.2% | +76.8% |
| 5Y | +16.4% | +66.6% | -50.2% | +7.8% |
| 10Y | +101.6% | +54.5% | +47.0% | +82.6% |
| All | +1,516.7% | +6,660.0% | -5,143.3% | +734.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling