+278.9%
TSM vs INCY
+86.4%
+192.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.6% | +4.1% |
| 7D | +4.4% | -0.5% | +4.9% | +4.6% |
| 30D | -7.0% | +9.8% | -16.8% | -8.0% |
| 3M | -1.8% | +1.0% | -2.8% | -2.0% |
| 6M | +2.7% | +21.9% | -19.2% | -0.5% |
| YTD | +37.1% | +23.8% | +13.3% | +32.1% |
| 1Y | +43.5% | +13.0% | +30.4% | +39.9% |
| 3Y | +341.5% | +133.2% | +208.3% | +275.1% |
| 5Y | +278.9% | +87.8% | +191.1% | +246.5% |
| All | +278.9% | +86.4% | +192.5% | +246.5% |
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