+8,398.6%
TPR vs INCY
+201.0%
+8,197.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +14.2% | -0.6% | +14.8% | +14.2% |
| 30D | +17.1% | +5.5% | +11.6% | +15.7% |
| 3M | -17.7% | +1.1% | -18.8% | -18.1% |
| 6M | -10.2% | +19.8% | -30.0% | -13.9% |
| YTD | +4.9% | +21.1% | -16.2% | +0.2% |
| 1Y | +36.1% | +13.7% | +22.4% | +31.5% |
| 3Y | +416.5% | +119.3% | +297.2% | +329.8% |
| 5Y | +254.8% | +76.3% | +178.5% | +206.9% |
| 10Y | +391.7% | +36.6% | +355.1% | +323.5% |
| All | +8,398.6% | +201.0% | +8,197.6% | +3,490.1% |
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 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