+203.6%
TGT vs INCY
+54.2%
+149.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | -5.2% | -4.2% | -1.1% | -4.6% |
| 30D | +1.2% | +0.6% | +0.6% | +1.1% |
| 3M | +18.4% | +12.6% | +5.7% | +15.9% |
| 6M | +33.4% | +28.3% | +5.1% | +27.7% |
| YTD | +63.8% | +23.0% | +40.8% | +57.5% |
| 1Y | +77.2% | +41.0% | +36.2% | +66.1% |
| 3Y | +41.8% | +88.6% | -46.8% | +24.6% |
| 5Y | -25.5% | +70.8% | -96.3% | -33.7% |
| All | +203.6% | +54.2% | +149.4% | +160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling