+364.1%
TTD vs INCY
+44.5%
+319.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | -7.4% | -3.7% | -3.7% | -6.1% |
| 30D | +3.0% | +1.8% | +1.2% | +2.2% |
| 3M | -27.6% | +17.0% | -44.6% | -32.3% |
| 6M | -49.5% | +28.4% | -77.9% | -54.7% |
| YTD | -63.2% | +24.8% | -88.0% | -66.9% |
| 1Y | -69.7% | +42.9% | -112.7% | -74.5% |
| 3Y | -83.3% | +92.7% | -176.0% | -88.4% |
| 5Y | -80.8% | +73.3% | -154.1% | -85.9% |
| All | +364.1% | +44.5% | +319.6% | +229.6% |
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