+310.3%
TPR vs INCY
+100.4%
+209.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.3% | +1.9% | -4.2% | -2.7% |
| 30D | -23.0% | +5.8% | -28.8% | -23.9% |
| 3M | -12.5% | +25.2% | -37.7% | -16.9% |
| 6M | -21.4% | +28.2% | -49.6% | -25.9% |
| YTD | -3.5% | +28.3% | -31.8% | -9.2% |
| 1Y | +17.4% | +48.3% | -31.0% | +6.9% |
| All | +310.3% | +100.4% | +209.9% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling