-69.7%
TTD vs INCY
+43.7%
-113.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -7.4% | -3.7% | -3.7% | -7.2% |
| 30D | +3.0% | +1.8% | +1.2% | +3.0% |
| 3M | -27.6% | +17.0% | -44.6% | -27.6% |
| 6M | -49.5% | +28.4% | -77.9% | -49.5% |
| YTD | -63.2% | +24.8% | -88.0% | -63.2% |
| 1Y | -69.7% | +42.9% | -112.7% | -68.8% |
| All | -69.7% | +43.7% | -113.4% | -68.8% |
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