+104.0%
TYL vs INCY
+56.1%
+47.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -8.6% | -2.2% | -6.4% | -8.2% |
| 30D | +7.5% | +3.7% | +3.9% | +6.8% |
| 3M | +10.9% | +22.1% | -11.1% | +7.1% |
| 6M | -6.7% | +29.8% | -36.5% | -11.0% |
| YTD | -24.5% | +27.6% | -52.1% | -28.0% |
| 1Y | -38.6% | +47.2% | -85.8% | -43.2% |
| 3Y | -12.6% | +97.0% | -109.6% | -24.9% |
| 5Y | -28.2% | +73.4% | -101.6% | -37.1% |
| 10Y | +104.0% | +59.2% | +44.8% | +75.6% |
| All | +104.0% | +56.1% | +47.9% | +75.6% |
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