+394.9%
TTWO vs INCY
+54.2%
+340.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +0.4% | -4.2% | +4.5% | +1.2% |
| 30D | -11.3% | +0.6% | -11.9% | -11.5% |
| 3M | +1.6% | +12.6% | -11.1% | -1.3% |
| 6M | +2.1% | +28.3% | -26.2% | -3.8% |
| YTD | -15.8% | +23.0% | -38.8% | -20.2% |
| 1Y | -12.6% | +41.0% | -53.6% | -20.0% |
| 3Y | +48.2% | +88.6% | -40.4% | +24.0% |
| 5Y | +40.0% | +70.8% | -30.8% | +18.6% |
| All | +394.9% | +54.2% | +340.7% | +348.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling