+59.6%
TXN vs INCY
+69.3%
-9.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.1% |
| 7D | +4.0% | -4.2% | +8.1% | +4.8% |
| 30D | -2.9% | +0.6% | -3.4% | -3.0% |
| 3M | -9.1% | +12.6% | -21.7% | -11.9% |
| 6M | +36.6% | +28.3% | +8.3% | +28.0% |
| YTD | +57.5% | +23.0% | +34.5% | +48.4% |
| 1Y | +49.5% | +41.0% | +8.6% | +35.3% |
| 3Y | +76.5% | +88.6% | -12.0% | +44.8% |
| All | +59.6% | +69.3% | -9.7% | +32.1% |
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