-18.0%
TSN vs INCY
+83.5%
-101.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +8.5% | +8.4% | +0.1% | +7.2% |
| 3M | +5.3% | +0.4% | +4.9% | +5.1% |
| 6M | -10.5% | +22.4% | -32.9% | -13.3% |
| YTD | +3.0% | +22.5% | -19.5% | -0.7% |
| 1Y | +12.1% | +14.8% | -2.6% | +9.2% |
| 3Y | +43.1% | +127.7% | -84.6% | +22.1% |
| All | -18.0% | +83.5% | -101.5% | -26.9% |
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