+34.4%
TSLA vs INCY
+96.8%
-62.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.6% |
| 30D | +11.2% | +3.7% | +7.5% | +10.2% |
| 3M | -7.3% | +22.1% | -29.3% | -12.4% |
| 6M | -7.7% | +29.8% | -37.5% | -14.6% |
| YTD | -18.2% | +27.6% | -45.8% | -24.5% |
| 1Y | +6.0% | +47.2% | -41.2% | -6.7% |
| All | +34.4% | +96.8% | -62.4% | +4.4% |
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 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