+1,239.7%
TNA vs INCY
+3,595.3%
-2,355.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.1% |
| 30D | -10.1% | +3.7% | -13.7% | -12.5% |
| 3M | +2.7% | +22.1% | -19.4% | -12.4% |
| 6M | +38.4% | +29.8% | +8.6% | +12.6% |
| YTD | +45.4% | +27.6% | +17.9% | +19.3% |
| 1Y | +55.9% | +47.2% | +8.7% | +14.0% |
| 3Y | +109.8% | +97.0% | +12.9% | +20.5% |
| 5Y | -22.5% | +73.4% | -95.9% | -50.1% |
| 10Y | +87.5% | +59.2% | +28.3% | +16.6% |
| All | +1,239.7% | +3,595.3% | -2,355.6% | -71.1% |
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