+320.5%
TMUS vs INCY
+1,531.3%
-1,210.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +5.3% | +5.8% | -0.6% | +3.9% |
| 3M | +3.1% | +25.2% | -22.1% | -2.2% |
| 6M | -16.5% | +28.2% | -44.7% | -21.5% |
| YTD | -9.2% | +28.3% | -37.5% | -15.0% |
| 1Y | -26.5% | +48.3% | -74.8% | -33.7% |
| 3Y | +39.0% | +95.9% | -56.9% | +15.0% |
| 5Y | +40.4% | +66.6% | -26.2% | +19.3% |
| 10Y | +303.7% | +54.5% | +249.2% | +226.9% |
| All | +320.5% | +1,531.3% | -1,210.8% | +41.9% |
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