+125.1%
TLT vs INCY
+1,933.1%
-1,808.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -2.7% | +0.4% | -3.1% | -2.7% |
| 6M | -4.1% | +22.4% | -26.6% | -3.4% |
| YTD | -5.4% | +22.5% | -27.8% | -4.5% |
| 1Y | -7.0% | +14.8% | -21.8% | -6.4% |
| 3Y | +2.8% | +127.7% | -124.9% | +6.5% |
| 5Y | -35.4% | +84.4% | -119.7% | -33.4% |
| 10Y | -13.1% | +15.7% | -28.9% | -10.9% |
| All | +125.1% | +1,933.1% | -1,808.0% | +177.1% |
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 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