-80.9%
TTD vs INCY
+69.9%
-150.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -4.6% | -2.2% | -2.4% | -4.0% |
| 30D | +3.7% | +3.7% | 0.0% | +2.6% |
| 3M | -30.2% | +22.1% | -52.3% | -34.0% |
| 6M | -51.4% | +29.8% | -81.2% | -54.9% |
| YTD | -63.4% | +27.6% | -91.0% | -66.1% |
| 1Y | -73.5% | +47.2% | -120.7% | -76.7% |
| 3Y | -83.5% | +97.0% | -180.4% | -87.6% |
| 5Y | -80.9% | +73.4% | -154.3% | -84.7% |
| All | -80.9% | +69.9% | -150.8% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling