+384.9%
TPR vs INCY
+16.1%
+368.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.0% |
| 7D | +12.7% | +1.5% | +11.1% | +12.1% |
| 30D | +17.1% | +8.1% | +9.0% | +14.6% |
| 3M | -15.9% | +1.1% | -17.0% | -16.4% |
| 6M | +2.6% | +23.7% | -21.1% | -3.5% |
| YTD | +7.5% | +23.4% | -15.9% | +0.9% |
| 1Y | +32.9% | +15.0% | +17.9% | +26.7% |
| 3Y | +413.8% | +132.1% | +281.8% | +298.8% |
| 5Y | +263.9% | +83.2% | +180.7% | +199.1% |
| All | +384.9% | +16.1% | +368.8% | +295.1% |
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 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