+317.8%
TMUS vs INCY
+56.1%
+261.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -5.3% | -2.2% | -3.1% | -4.9% |
| 30D | +0.1% | +3.7% | -3.6% | -0.7% |
| 3M | -0.6% | +22.1% | -22.7% | -4.6% |
| 6M | -17.5% | +29.8% | -47.3% | -22.0% |
| YTD | -11.3% | +27.6% | -38.8% | -16.1% |
| 1Y | -25.4% | +47.2% | -72.6% | -31.9% |
| 3Y | +35.5% | +97.0% | -61.4% | +13.6% |
| 5Y | +41.9% | +73.4% | -31.5% | +21.3% |
| 10Y | +317.8% | +59.2% | +258.6% | +235.2% |
| All | +317.8% | +56.1% | +261.7% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling