+12,702.2%
TSM vs INCY
+465.9%
+12,236.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +6.2% | +1.1% | +5.1% | +6.0% |
| 30D | -7.3% | +8.4% | -15.7% | -8.8% |
| 3M | -7.1% | +0.4% | -7.5% | -7.4% |
| 6M | +0.2% | +22.4% | -22.2% | -4.4% |
| YTD | +32.2% | +22.5% | +9.8% | +25.9% |
| 1Y | +42.8% | +14.8% | +28.0% | +37.5% |
| 3Y | +330.4% | +127.7% | +202.7% | +255.2% |
| 5Y | +263.9% | +84.4% | +179.5% | +210.2% |
| 10Y | +1,580.2% | +15.7% | +1,564.4% | +1,389.0% |
| All | +12,702.2% | +465.9% | +12,236.2% | +4,119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling