+285.0%
TSM vs INCY
+69.9%
+215.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +4.8% | -2.2% | +7.0% | +5.0% |
| 30D | +4.0% | +3.7% | +0.4% | +3.6% |
| 3M | +2.0% | +22.1% | -20.1% | -1.0% |
| 6M | +25.5% | +29.8% | -4.3% | +20.7% |
| YTD | +44.0% | +27.6% | +16.4% | +38.5% |
| 1Y | +75.4% | +47.2% | +28.2% | +65.2% |
| 3Y | +406.7% | +97.0% | +309.8% | +352.2% |
| 5Y | +285.0% | +73.4% | +211.6% | +249.4% |
| All | +285.0% | +69.9% | +215.1% | +249.4% |
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 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