+4,153.1%
TMO vs INCY
+6,474.9%
-2,321.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | -0.3% | +1.8% | -2.1% | -0.6% |
| 3M | +25.3% | +17.0% | +8.3% | +22.4% |
| 6M | +20.9% | +28.4% | -7.5% | +16.5% |
| YTD | +4.3% | +24.8% | -20.5% | +0.8% |
| 1Y | +27.0% | +42.9% | -15.9% | +20.4% |
| 3Y | +17.5% | +92.7% | -75.2% | +6.0% |
| 5Y | +6.9% | +73.3% | -66.4% | -2.6% |
| 10Y | +332.0% | +55.8% | +276.2% | +287.4% |
| All | +4,153.1% | +6,474.9% | -2,321.8% | +1,734.2% |
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 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