+505.0%
TRI vs INCY
+1,954.7%
-1,449.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -14.4% | -3.7% | -10.7% | -14.0% |
| 30D | -8.1% | +1.8% | -9.9% | -8.3% |
| 3M | +17.5% | +17.0% | +0.6% | +15.4% |
| 6M | -5.0% | +28.4% | -33.3% | -7.8% |
| YTD | -24.7% | +24.8% | -49.5% | -26.9% |
| 1Y | -41.5% | +42.9% | -84.4% | -44.1% |
| 3Y | -20.3% | +92.7% | -113.0% | -27.4% |
| 5Y | -10.9% | +73.3% | -84.3% | -18.3% |
| 10Y | +190.6% | +55.8% | +134.8% | +160.3% |
| All | +505.0% | +1,954.7% | -1,449.6% | +233.9% |
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