+637.8%
TSEM vs INCY
+92.5%
+545.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.6% |
| 7D | +0.9% | -3.7% | +4.6% | +1.5% |
| 30D | -16.6% | +1.8% | -18.5% | -16.9% |
| 3M | -10.9% | +17.0% | -27.9% | -14.2% |
| 6M | +78.0% | +28.4% | +49.6% | +67.2% |
| YTD | +77.2% | +24.8% | +52.4% | +68.0% |
| 1Y | +207.6% | +42.9% | +164.6% | +182.8% |
| All | +637.8% | +92.5% | +545.3% | +500.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling