-9.9%
TYL vs INCY
+20.6%
-30.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +3.8% |
| 7D | +17.3% | +5.1% | +12.1% | +16.2% |
| 30D | +28.9% | +7.6% | +21.3% | +27.1% |
| 3M | +35.1% | +1.9% | +33.2% | +34.2% |
| 6M | +29.3% | +26.5% | +2.9% | +28.0% |
| YTD | -6.8% | +24.4% | -31.2% | -7.1% |
| 1Y | -9.9% | +19.4% | -29.3% | -10.7% |
| All | -9.9% | +20.6% | -30.5% | -10.7% |
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