+10.6%
TMO vs INCY
+69.3%
-58.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -0.6% | -4.2% | +3.5% | +0.6% |
| 30D | +1.1% | +0.6% | +0.5% | +0.9% |
| 3M | +28.3% | +12.6% | +15.7% | +23.6% |
| 6M | +23.3% | +28.3% | -5.1% | +14.0% |
| YTD | +5.5% | +23.0% | -17.5% | -1.5% |
| 1Y | +24.5% | +41.0% | -16.4% | +11.3% |
| 3Y | +19.6% | +88.6% | -69.0% | -4.4% |
| All | +10.6% | +69.3% | -58.7% | -9.1% |
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