+11.6%
TROW vs INCY
+89.7%
-78.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -3.2% | -4.2% | +1.0% | -2.3% |
| 30D | -4.6% | +0.6% | -5.2% | -4.8% |
| 3M | -0.7% | +12.6% | -13.3% | -3.4% |
| 6M | +22.2% | +28.3% | -6.1% | +15.3% |
| YTD | +6.6% | +23.0% | -16.4% | +1.2% |
| 1Y | +5.8% | +41.0% | -35.1% | -3.0% |
| 3Y | +11.6% | +88.6% | -77.0% | -10.4% |
| All | +11.6% | +89.7% | -78.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling