+29.9%
TPR vs INCY
+13.5%
+16.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | +12.7% | +1.5% | +11.1% | +12.2% |
| 30D | +17.1% | +8.1% | +9.0% | +14.9% |
| 3M | -15.9% | +1.1% | -17.0% | -16.4% |
| 6M | +2.6% | +23.7% | -21.1% | -4.4% |
| YTD | +7.5% | +23.4% | -15.9% | +0.1% |
| All | +29.9% | +13.5% | +16.4% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling