-17.8%
TSN vs INCY
+69.5%
-87.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.7% |
| 7D | +1.4% | -3.7% | +5.0% | +1.9% |
| 30D | -6.2% | +1.8% | -8.0% | -6.4% |
| 3M | -5.7% | +17.0% | -22.6% | -7.8% |
| 6M | -11.4% | +28.4% | -39.8% | -14.6% |
| YTD | -8.2% | +24.8% | -33.0% | -11.4% |
| 1Y | -2.0% | +42.9% | -44.9% | -7.4% |
| 3Y | +11.9% | +92.7% | -80.8% | +0.2% |
| 5Y | -17.8% | +73.3% | -91.1% | -25.0% |
| All | -17.8% | +69.5% | -87.3% | -25.0% |
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