-34.9%
TLT vs INCY
+69.9%
-104.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | 0.0% | +3.7% | -3.7% | -0.2% |
| 3M | -2.9% | +22.1% | -24.9% | -3.8% |
| 6M | -6.3% | +29.8% | -36.0% | -7.5% |
| YTD | -3.3% | +27.6% | -30.9% | -4.6% |
| 1Y | -4.2% | +47.2% | -51.4% | -6.1% |
| 3Y | -1.7% | +97.0% | -98.6% | -5.5% |
| 5Y | -34.9% | +73.4% | -108.2% | -37.1% |
| All | -34.9% | +69.9% | -104.8% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling