+617.0%
TSEM vs INCY
+69.5%
+547.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.3% |
| 6M | +78.0% | +28.4% | +49.6% | +67.2% |
| YTD | +77.2% | +24.8% | +52.4% | +67.8% |
| 1Y | +207.6% | +42.9% | +164.6% | +182.3% |
| 3Y | +637.8% | +92.7% | +545.2% | +526.0% |
| 5Y | +617.0% | +73.3% | +543.6% | +492.4% |
| All | +617.0% | +69.5% | +547.5% | +492.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling