+1,480.6%
TFC vs INCY
+6,351.7%
-4,871.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +10.8% | +8.4% | +2.4% | +9.7% |
| 3M | -3.8% | +0.4% | -4.1% | -3.9% |
| 6M | +9.6% | +22.4% | -12.8% | +6.7% |
| YTD | +5.8% | +22.5% | -16.7% | +2.9% |
| 1Y | +16.2% | +14.8% | +1.4% | +13.7% |
| 3Y | +96.0% | +127.7% | -31.7% | +75.7% |
| 5Y | +1.7% | +84.4% | -82.7% | -6.8% |
| 10Y | +79.9% | +15.7% | +64.1% | +68.3% |
| All | +1,480.6% | +6,351.7% | -4,871.1% | +720.0% |
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 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