+8,433.2%
TPR vs INCY
+207.6%
+8,225.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | +6.4% | -0.5% | +6.9% | +6.4% |
| 30D | +13.8% | +9.8% | +4.0% | +11.5% |
| 3M | -16.6% | +1.0% | -17.6% | -17.0% |
| 6M | +0.7% | +21.9% | -21.2% | -3.8% |
| YTD | +5.3% | +23.8% | -18.5% | +0.2% |
| 1Y | +32.4% | +13.0% | +19.3% | +28.0% |
| 3Y | +406.4% | +133.2% | +273.2% | +316.4% |
| 5Y | +227.9% | +87.8% | +140.1% | +180.1% |
| 10Y | +371.7% | +17.0% | +354.7% | +319.2% |
| All | +8,433.2% | +207.6% | +8,225.6% | +3,488.9% |
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