-5.2%
TJX vs INCY
+45.3%
-50.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.2% | +1.9% | -4.2% | -2.5% |
| 30D | -17.1% | +5.8% | -22.9% | -17.9% |
| 3M | -16.5% | +25.2% | -41.7% | -19.4% |
| 6M | -17.8% | +28.2% | -46.0% | -21.3% |
| YTD | -13.2% | +28.3% | -41.5% | -17.1% |
| 1Y | -5.2% | +48.3% | -53.5% | -11.5% |
| All | -5.2% | +45.3% | -50.5% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling