+103.2%
TOST vs INCY
+116.8%
-13.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | +9.4% | -0.6% | +10.1% | +9.5% |
| 30D | +13.5% | +5.5% | +8.0% | +12.3% |
| 3M | -0.1% | +1.1% | -1.2% | -0.5% |
| 6M | +22.5% | +19.8% | +2.6% | +18.2% |
| YTD | -2.4% | +21.1% | -23.5% | -6.2% |
| 1Y | -4.7% | +13.7% | -18.4% | -7.4% |
| 3Y | +103.2% | +119.3% | -16.0% | +63.8% |
| All | +103.2% | +116.8% | -13.5% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling