+19,237.5%
TJX vs INCY
+6,378.4%
+12,859.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.6% | -4.2% | -0.4% | -4.2% |
| 30D | -17.2% | +0.6% | -17.7% | -17.3% |
| 3M | -24.9% | +12.6% | -37.6% | -25.9% |
| 6M | -19.7% | +28.3% | -48.0% | -21.8% |
| YTD | -17.2% | +23.0% | -40.2% | -19.2% |
| 1Y | -9.4% | +41.0% | -50.4% | -12.9% |
| 3Y | +43.1% | +88.6% | -45.5% | +32.4% |
| 5Y | +96.7% | +70.8% | +25.9% | +83.2% |
| 10Y | +287.7% | +53.5% | +234.2% | +254.2% |
| All | +19,237.5% | +6,378.4% | +12,859.1% | +8,470.6% |
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