+306.7%
TPR vs INCY
+56.1%
+250.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -7.3% | -2.2% | -5.1% | -6.8% |
| 30D | -30.7% | +3.7% | -34.4% | -31.4% |
| 3M | -21.6% | +22.1% | -43.7% | -25.7% |
| 6M | -21.3% | +29.8% | -51.1% | -26.6% |
| YTD | -10.2% | +27.6% | -37.8% | -16.0% |
| 1Y | +9.5% | +47.2% | -37.7% | -1.7% |
| 3Y | +280.8% | +97.0% | +183.8% | +210.0% |
| 5Y | +218.7% | +73.4% | +145.4% | +165.8% |
| 10Y | +306.7% | +59.2% | +247.4% | +200.6% |
| All | +306.7% | +56.1% | +250.5% | +200.6% |
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