+46,929.1%
TSCO vs INCY
+4,367.9%
+42,561.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.4% |
| 7D | -5.7% | -4.2% | -1.5% | -5.3% |
| 30D | -8.8% | +0.6% | -9.3% | -8.8% |
| 3M | +6.3% | +12.6% | -6.3% | +5.1% |
| 6M | -32.3% | +28.3% | -60.6% | -33.9% |
| YTD | -32.7% | +23.0% | -55.7% | -34.1% |
| 1Y | -43.7% | +41.0% | -84.6% | -45.6% |
| 3Y | -19.7% | +88.6% | -108.3% | -24.9% |
| 5Y | -11.6% | +70.8% | -82.4% | -16.9% |
| 10Y | +184.1% | +53.5% | +130.6% | +162.7% |
| All | +46,929.1% | +4,367.9% | +42,561.3% | +22,008.8% |
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