+172.6%
TTMI vs INCY
+45.3%
+127.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +8.9% |
| 7D | +5.9% | +1.9% | +3.9% | +5.8% |
| 30D | -4.3% | +5.8% | -10.1% | -4.5% |
| 3M | -32.0% | +25.2% | -57.2% | -35.6% |
| 6M | +19.5% | +28.2% | -8.8% | +11.2% |
| YTD | +82.0% | +28.3% | +53.7% | +68.2% |
| 1Y | +172.6% | +48.3% | +124.3% | +133.9% |
| All | +172.6% | +45.3% | +127.4% | +133.9% |
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