-9.8%
TRI vs INCY
+69.3%
-79.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -7.9% | -4.2% | -3.7% | -7.4% |
| 30D | -4.5% | +0.6% | -5.1% | -4.6% |
| 3M | +22.1% | +12.6% | +9.5% | +20.8% |
| 6M | -2.8% | +28.3% | -31.1% | -5.0% |
| YTD | -23.4% | +23.0% | -46.4% | -25.0% |
| 1Y | -41.5% | +41.0% | -82.5% | -43.7% |
| 3Y | -19.2% | +88.6% | -107.8% | -25.6% |
| All | -9.8% | +69.3% | -79.1% | -16.1% |
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 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