+437.3%
TTMI vs INCY
+213.1%
+224.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.3% |
| 7D | +7.5% | -2.2% | +9.7% | +8.1% |
| 30D | -4.5% | +3.7% | -8.2% | -5.6% |
| 3M | -28.5% | +22.1% | -50.6% | -33.3% |
| 6M | +28.4% | +29.8% | -1.4% | +17.5% |
| YTD | +80.1% | +27.6% | +52.5% | +65.4% |
| 1Y | +161.0% | +47.2% | +113.8% | +130.1% |
| 3Y | +862.4% | +97.0% | +765.5% | +665.2% |
| 5Y | +812.9% | +73.4% | +739.6% | +640.6% |
| 10Y | +1,094.7% | +59.2% | +1,035.5% | +813.8% |
| All | +437.3% | +213.1% | +224.2% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling