+802.2%
TTMI vs INCY
+69.5%
+732.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.1% |
| 7D | +6.0% | -3.7% | +9.7% | +6.7% |
| 30D | -6.4% | +1.8% | -8.3% | -6.9% |
| 3M | -28.9% | +17.0% | -45.9% | -32.2% |
| 6M | +26.9% | +28.4% | -1.5% | +17.5% |
| YTD | +77.3% | +24.8% | +52.5% | +65.3% |
| 1Y | +147.5% | +42.9% | +104.6% | +122.8% |
| 3Y | +847.6% | +92.7% | +755.0% | +679.2% |
| 5Y | +802.2% | +73.3% | +728.9% | +653.5% |
| All | +802.2% | +69.5% | +732.7% | +653.5% |
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