+9.3%
TSN vs INCY
+96.8%
-87.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -7.3% | -2.2% | -5.1% | -7.1% |
| 30D | -8.6% | +3.7% | -12.3% | -9.0% |
| 3M | -7.5% | +22.1% | -29.6% | -9.5% |
| 6M | -14.1% | +29.8% | -43.9% | -16.6% |
| YTD | -9.4% | +27.6% | -37.0% | -12.1% |
| 1Y | -4.1% | +47.2% | -51.3% | -8.4% |
| All | +9.3% | +96.8% | -87.5% | +2.2% |
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 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