-46.4%
TOST vs INCY
+66.4%
-112.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -4.7% | +3.1% | -7.8% | -5.6% |
| 30D | +8.5% | +12.0% | -3.5% | +4.7% |
| 3M | -1.6% | +0.8% | -2.4% | -2.1% |
| 6M | +44.1% | +22.8% | +21.3% | +34.3% |
| YTD | -5.6% | +23.2% | -28.8% | -12.7% |
| 1Y | -12.6% | +12.4% | -25.0% | -16.8% |
| 3Y | +137.6% | +132.1% | +5.5% | +61.3% |
| 5Y | -30.4% | +85.5% | -115.8% | -43.1% |
| All | -46.4% | +66.4% | -112.8% | -56.9% |
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 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