+2,185.1%
TRGP vs INCY
+685.1%
+1,500.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | +9.5% | +3.7% | +5.8% | +8.5% |
| 3M | +10.8% | +22.1% | -11.3% | +5.6% |
| 6M | +25.3% | +29.8% | -4.4% | +17.4% |
| YTD | +60.3% | +27.6% | +32.7% | +50.1% |
| 1Y | +84.6% | +47.2% | +37.3% | +66.8% |
| 3Y | +264.4% | +97.0% | +167.4% | +200.5% |
| 5Y | +636.6% | +73.4% | +563.2% | +519.0% |
| 10Y | +848.9% | +59.2% | +789.7% | +676.9% |
| All | +2,185.1% | +685.1% | +1,500.0% | +1,158.3% |
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