-12.6%
TLT vs INCY
+15.3%
-27.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.1% | +1.1% | -4.2% | -3.1% |
| 30D | +1.0% | +8.4% | -7.4% | +1.0% |
| 3M | -2.7% | +0.4% | -3.1% | -2.7% |
| 6M | -4.1% | +22.4% | -26.6% | -4.1% |
| YTD | -5.4% | +22.5% | -27.8% | -5.3% |
| 1Y | -7.0% | +14.8% | -21.8% | -7.0% |
| 3Y | +2.8% | +127.7% | -124.9% | +3.6% |
| 5Y | -35.4% | +84.4% | -119.7% | -35.0% |
| All | -12.6% | +15.3% | -27.9% | -11.4% |
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