-44.5%
TOST vs INCY
+63.6%
-108.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | +9.4% | -0.6% | +10.1% | +9.6% |
| 30D | +13.5% | +5.5% | +8.0% | +11.6% |
| 3M | -0.1% | +1.1% | -1.2% | -0.7% |
| 6M | +22.5% | +19.8% | +2.6% | +15.0% |
| YTD | -2.4% | +21.1% | -23.5% | -9.2% |
| 1Y | -4.7% | +13.7% | -18.4% | -9.7% |
| 3Y | +103.2% | +119.3% | -16.0% | +42.2% |
| 5Y | -41.2% | +76.3% | -117.6% | -52.4% |
| All | -44.5% | +63.6% | -108.2% | -55.1% |
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