+444.0%
TSN vs INCY
+6,660.0%
-6,216.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -6.3% | +1.9% | -8.2% | -6.5% |
| 30D | -10.8% | +5.8% | -16.6% | -11.3% |
| 3M | -8.8% | +25.2% | -34.0% | -10.7% |
| 6M | -16.8% | +28.2% | -45.0% | -18.9% |
| YTD | -10.0% | +28.3% | -38.3% | -12.3% |
| 1Y | -5.3% | +48.3% | -53.6% | -9.0% |
| 3Y | +8.5% | +95.9% | -87.4% | +0.8% |
| 5Y | -22.9% | +66.6% | -89.5% | -27.6% |
| 10Y | -12.6% | +54.5% | -67.2% | -19.8% |
| All | +444.0% | +6,660.0% | -6,216.0% | +203.2% |
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 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