-72.0%
TTD vs INCY
+20.6%
-92.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +2.4% |
| 7D | +3.7% | +5.1% | -1.4% | +3.1% |
| 30D | +10.4% | +7.6% | +2.8% | +9.5% |
| 3M | -31.6% | +1.9% | -33.5% | -31.8% |
| 6M | -45.1% | +26.5% | -71.6% | -45.5% |
| YTD | -65.1% | +24.4% | -89.5% | -65.6% |
| 1Y | -72.0% | +19.4% | -91.4% | -72.2% |
| All | -72.0% | +20.6% | -92.6% | -72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling