+11.3%
TSEM vs INCY
+6,660.0%
-6,648.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.0% |
| 7D | +6.9% | +1.9% | +5.0% | +6.6% |
| 30D | +5.3% | +5.8% | -0.5% | +4.4% |
| 3M | -14.9% | +25.2% | -40.1% | -18.0% |
| 6M | +80.0% | +28.2% | +51.8% | +72.9% |
| YTD | +89.4% | +28.3% | +61.0% | +81.8% |
| 1Y | +253.1% | +48.3% | +204.7% | +231.6% |
| 3Y | +642.1% | +95.9% | +546.2% | +564.1% |
| 5Y | +659.1% | +66.6% | +592.5% | +589.3% |
| 10Y | +1,291.4% | +54.5% | +1,236.8% | +1,142.7% |
| All | +11.3% | +6,660.0% | -6,648.7% | -55.0% |
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