-23.0%
TNA vs INCY
+69.3%
-92.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +2.2% |
| 7D | -7.3% | -4.2% | -3.1% | -4.4% |
| 30D | -14.2% | +0.6% | -14.7% | -14.7% |
| 3M | -4.6% | +12.6% | -17.2% | -14.3% |
| 6M | +36.9% | +28.3% | +8.6% | +10.7% |
| YTD | +42.5% | +23.0% | +19.6% | +18.3% |
| 1Y | +45.8% | +41.0% | +4.8% | +6.7% |
| 3Y | +104.7% | +88.6% | +16.1% | +10.8% |
| All | -23.0% | +69.3% | -92.3% | -54.0% |
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