+34.3%
TRV vs INCY
+45.3%
-11.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -0.1% | +1.9% | -2.1% | -0.3% |
| 30D | -3.4% | +5.8% | -9.2% | -4.0% |
| 3M | +26.4% | +25.2% | +1.2% | +24.2% |
| 6M | +19.3% | +28.2% | -8.9% | +17.1% |
| YTD | +28.3% | +28.3% | 0.0% | +25.2% |
| 1Y | +34.3% | +48.3% | -14.1% | +28.5% |
| All | +34.3% | +45.3% | -11.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling