+9,360.5%
TT vs INCY
+6,400.8%
+2,959.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.5% |
| 7D | +1.7% | +1.5% | +0.2% | +1.6% |
| 30D | -11.8% | +8.1% | -19.9% | -12.7% |
| 3M | -12.6% | +1.1% | -13.7% | -12.9% |
| 6M | -9.4% | +23.7% | -33.0% | -12.1% |
| YTD | +8.8% | +23.4% | -14.6% | +5.4% |
| 1Y | -2.5% | +15.0% | -17.5% | -4.9% |
| 3Y | +95.7% | +132.1% | -36.4% | +73.4% |
| 5Y | +135.7% | +83.2% | +52.5% | +114.2% |
| 10Y | +750.6% | +17.1% | +733.6% | +688.7% |
| All | +9,360.5% | +6,400.8% | +2,959.7% | +4,289.5% |
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 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