+99.7%
TXN vs INCY
+20.6%
+79.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | +0.1% |
| 7D | +1.0% | +5.1% | -4.1% | +1.5% |
| 30D | +6.1% | +7.6% | -1.5% | +6.9% |
| 3M | +10.4% | +1.9% | +8.5% | +10.8% |
| 6M | +12.6% | +26.5% | -13.9% | +12.2% |
| YTD | +83.5% | +24.4% | +59.1% | +79.7% |
| 1Y | +99.7% | +19.4% | +80.4% | +98.0% |
| All | +99.7% | +20.6% | +79.1% | +98.0% |
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