+293.7%
TMUS vs INCY
+1,456.9%
-1,163.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | +7.7% | +8.4% | -0.7% | +5.8% |
| 3M | -6.8% | +0.4% | -7.2% | -7.1% |
| 6M | -9.7% | +22.4% | -32.1% | -14.2% |
| YTD | -15.0% | +22.5% | -37.4% | -19.7% |
| 1Y | -19.1% | +14.8% | -33.9% | -22.6% |
| 3Y | +21.4% | +127.7% | -106.3% | -3.1% |
| 5Y | +51.2% | +84.4% | -33.2% | +25.7% |
| 10Y | +240.2% | +15.7% | +224.5% | +194.8% |
| All | +293.7% | +1,456.9% | -1,163.2% | +34.0% |
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 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