+645.9%
TRGP vs INCY
+69.5%
+576.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.4% |
| 7D | -0.6% | -3.7% | +3.1% | -0.2% |
| 30D | +10.0% | +1.8% | +8.1% | +9.7% |
| 3M | +7.6% | +17.0% | -9.4% | +5.2% |
| 6M | +26.8% | +28.4% | -1.6% | +22.3% |
| YTD | +60.6% | +24.8% | +35.7% | +55.0% |
| 1Y | +82.5% | +42.9% | +39.5% | +72.2% |
| 3Y | +265.0% | +92.7% | +172.3% | +223.0% |
| 5Y | +645.9% | +73.3% | +572.5% | +571.6% |
| All | +645.9% | +69.5% | +576.4% | +571.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling