-45.7%
TOST vs INCY
+73.3%
-119.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -3.4% | +1.9% | -5.3% | -4.0% |
| 30D | -2.4% | +5.8% | -8.2% | -4.2% |
| 3M | +34.6% | +25.2% | +9.4% | +25.2% |
| 6M | +15.2% | +28.2% | -13.0% | +5.9% |
| YTD | -4.4% | +28.3% | -32.7% | -12.5% |
| 1Y | -17.4% | +48.3% | -65.8% | -28.3% |
| 3Y | +54.5% | +95.9% | -41.5% | +16.8% |
| All | -45.7% | +73.3% | -119.0% | -56.8% |
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 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