+5,101.7%
TGT vs INCY
+6,620.5%
-1,518.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | -3.6% | -2.2% | -1.4% | -3.4% |
| 30D | +4.4% | +3.7% | +0.7% | +4.0% |
| 3M | +25.4% | +22.1% | +3.3% | +22.8% |
| 6M | +33.4% | +29.8% | +3.6% | +29.8% |
| YTD | +65.6% | +27.6% | +38.0% | +61.2% |
| 1Y | +80.3% | +47.2% | +33.1% | +72.8% |
| 3Y | +42.1% | +97.0% | -54.8% | +31.4% |
| 5Y | -25.0% | +73.4% | -98.4% | -30.0% |
| 10Y | +208.2% | +59.2% | +149.0% | +181.9% |
| All | +5,101.7% | +6,620.5% | -1,518.8% | +2,893.8% |
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 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