+43.0%
TMUS vs INCY
+67.2%
-24.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +3.1% | +3.2% | -0.1% | +2.7% |
| 3M | +2.4% | +23.6% | -21.2% | -0.4% |
| 6M | -17.1% | +29.7% | -46.7% | -20.0% |
| YTD | -9.1% | +25.9% | -35.0% | -12.2% |
| 1Y | -23.6% | +43.7% | -67.3% | -28.2% |
| 3Y | +38.8% | +94.4% | -55.6% | +21.1% |
| 5Y | +43.0% | +68.0% | -25.0% | +24.0% |
| All | +43.0% | +67.2% | -24.2% | +24.0% |
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