-72.2%
TTD vs INCY
+45.3%
-117.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | +6.3% | +1.9% | +4.4% | +6.2% |
| 30D | -23.9% | +5.8% | -29.7% | -24.1% |
| 3M | -31.4% | +25.2% | -56.6% | -31.4% |
| 6M | -42.7% | +28.2% | -70.9% | -42.7% |
| YTD | -62.0% | +28.3% | -90.3% | -62.0% |
| 1Y | -72.2% | +48.3% | -120.6% | -71.0% |
| All | -72.2% | +45.3% | -117.5% | -71.0% |
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