-0.4%
TLT vs INCY
+94.3%
-94.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -0.3% | +3.2% | -3.5% | -0.5% |
| 3M | -1.7% | +23.6% | -25.3% | -3.0% |
| 6M | -4.9% | +29.7% | -34.6% | -6.5% |
| YTD | -2.8% | +25.9% | -28.7% | -4.3% |
| 1Y | -4.2% | +43.7% | -47.9% | -6.6% |
| All | -0.4% | +94.3% | -94.7% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling