-46.7%
TOST vs INCY
+70.1%
-116.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -3.5% | +3.2% | -6.6% | -4.4% |
| 3M | +38.1% | +23.6% | +14.5% | +29.0% |
| 6M | +9.9% | +29.7% | -19.8% | +0.7% |
| YTD | -6.3% | +25.9% | -32.2% | -13.7% |
| 1Y | -18.3% | +43.7% | -62.0% | -28.4% |
| 3Y | +59.7% | +94.4% | -34.7% | +20.8% |
| All | -46.7% | +70.1% | -116.9% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling