+957.3%
TT vs INCY
+56.1%
+901.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | -6.7% | +3.7% | -10.3% | -7.3% |
| 3M | -5.4% | +22.1% | -27.5% | -9.1% |
| 6M | +4.4% | +29.8% | -25.4% | -1.0% |
| YTD | +14.9% | +27.6% | -12.6% | +9.1% |
| 1Y | +9.3% | +47.2% | -38.0% | +0.7% |
| 3Y | +121.7% | +97.0% | +24.8% | +89.6% |
| 5Y | +148.2% | +73.4% | +74.8% | +115.9% |
| 10Y | +957.3% | +59.2% | +898.0% | +721.7% |
| All | +957.3% | +56.1% | +901.1% | +721.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling