-44.4%
TOST vs INCY
+66.7%
-111.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +4.0% | +1.5% | +2.5% | +3.5% |
| 30D | +11.1% | +8.1% | +3.0% | +8.4% |
| 3M | +0.8% | +1.1% | -0.3% | +0.2% |
| 6M | +38.8% | +23.7% | +15.1% | +29.1% |
| YTD | -2.1% | +23.4% | -25.5% | -9.5% |
| 1Y | -6.0% | +15.0% | -21.0% | -11.2% |
| 3Y | +149.8% | +132.1% | +17.7% | +69.7% |
| 5Y | -42.8% | +83.2% | -126.0% | -53.5% |
| All | -44.4% | +66.7% | -111.1% | -55.3% |
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