+4.6%
TSLA vs INCY
+45.3%
-40.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.8% |
| 7D | +1.5% | +1.9% | -0.4% | +1.4% |
| 30D | +10.1% | +5.8% | +4.3% | +9.6% |
| 3M | -15.4% | +25.2% | -40.6% | -17.7% |
| 6M | -12.8% | +28.2% | -41.0% | -15.9% |
| YTD | -21.3% | +28.3% | -49.6% | -24.7% |
| 1Y | +4.6% | +48.3% | -43.8% | 0.0% |
| All | +4.6% | +45.3% | -40.7% | 0.0% |
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 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