+80.5%
TSEM vs INCY
+20.6%
+59.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.2% | -8.2% |
| 7D | -23.1% | +5.1% | -28.2% | -22.5% |
| 30D | -40.4% | +7.6% | -48.0% | -39.8% |
| 3M | -37.9% | +1.9% | -39.7% | -37.1% |
| 6M | -30.8% | +26.5% | -57.3% | -34.6% |
| YTD | +26.7% | +24.4% | +2.3% | +22.1% |
| 1Y | +80.5% | +19.4% | +61.1% | +76.1% |
| All | +80.5% | +20.6% | +59.9% | +76.1% |
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