-40.9%
TSCO vs INCY
+45.3%
-86.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +0.8% | +1.9% | -1.1% | +0.6% |
| 30D | +5.5% | +5.8% | -0.3% | +4.8% |
| 3M | +20.0% | +25.2% | -5.2% | +17.1% |
| 6M | -29.8% | +28.2% | -58.0% | -31.7% |
| YTD | -28.7% | +28.3% | -57.0% | -31.2% |
| 1Y | -40.9% | +48.3% | -89.3% | -43.7% |
| All | -40.9% | +45.3% | -86.2% | -43.7% |
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