+145.0%
TT vs INCY
+67.2%
+77.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -7.3% | +3.2% | -10.5% | -7.7% |
| 3M | -2.6% | +23.6% | -26.2% | -5.9% |
| 6M | +5.9% | +29.7% | -23.8% | +1.3% |
| YTD | +15.4% | +25.9% | -10.5% | +10.6% |
| 1Y | +8.2% | +43.7% | -35.5% | +1.3% |
| 3Y | +122.7% | +94.4% | +28.2% | +93.9% |
| 5Y | +145.0% | +68.0% | +77.0% | +116.5% |
| All | +145.0% | +67.2% | +77.8% | +116.5% |
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