+187.8%
TYL vs INCY
+15.3%
+172.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +21.1% | +8.4% | +12.7% | +19.3% |
| 3M | +28.9% | +0.4% | +28.5% | +28.6% |
| 6M | +42.0% | +22.4% | +19.6% | +36.6% |
| YTD | -6.6% | +22.5% | -29.1% | -10.5% |
| 1Y | -9.1% | +14.8% | -23.8% | -11.9% |
| 3Y | +1.8% | +127.7% | -125.9% | -15.6% |
| 5Y | -22.9% | +84.4% | -107.3% | -33.4% |
| All | +187.8% | +15.3% | +172.5% | +152.3% |
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