+5,291.1%
TTWO vs INCY
+928.7%
+4,362.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.9% |
| 30D | -16.7% | +3.7% | -20.4% | -17.3% |
| 3M | -0.4% | +22.1% | -22.5% | -4.2% |
| 6M | -1.6% | +29.8% | -31.4% | -6.6% |
| YTD | -17.5% | +27.6% | -45.1% | -21.7% |
| 1Y | -14.8% | +47.2% | -62.0% | -21.3% |
| 3Y | +47.9% | +97.0% | -49.1% | +27.5% |
| 5Y | +34.5% | +73.4% | -38.9% | +17.6% |
| 10Y | +394.0% | +59.2% | +334.8% | +320.5% |
| All | +5,291.1% | +928.7% | +4,362.5% | +1,907.2% |
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