+3,703.7%
TRV vs INCY
+6,620.5%
-2,916.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.2% | -2.2% | +2.4% | +0.4% |
| 30D | -2.3% | +3.7% | -6.0% | -2.7% |
| 3M | +22.7% | +22.1% | +0.6% | +20.3% |
| 6M | +21.9% | +29.8% | -7.8% | +18.8% |
| YTD | +27.5% | +27.6% | -0.1% | +24.2% |
| 1Y | +36.2% | +47.2% | -11.0% | +30.9% |
| 3Y | +140.6% | +97.0% | +43.6% | +123.3% |
| 5Y | +154.5% | +73.4% | +81.2% | +137.9% |
| 10Y | +295.4% | +59.2% | +236.2% | +262.1% |
| All | +3,703.7% | +6,620.5% | -2,916.8% | +2,103.3% |
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