+1,779.8%
TSM vs INCY
+54.2%
+1,725.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | +1.0% | -4.2% | +5.2% | +1.8% |
| 30D | +1.0% | +0.6% | +0.4% | +0.8% |
| 3M | +2.9% | +12.6% | -9.8% | +0.1% |
| 6M | +22.8% | +28.3% | -5.5% | +16.4% |
| YTD | +43.3% | +23.0% | +20.3% | +36.6% |
| 1Y | +69.2% | +41.0% | +28.2% | +56.5% |
| 3Y | +404.5% | +88.6% | +315.9% | +331.0% |
| 5Y | +282.2% | +70.8% | +211.4% | +230.2% |
| All | +1,779.8% | +54.2% | +1,725.5% | +1,488.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling