-7.2%
TYL vs INCY
+95.5%
-102.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -3.7% | +1.9% | -5.6% | -3.9% |
| 30D | +18.7% | +5.8% | +12.9% | +18.0% |
| 3M | +18.1% | +25.2% | -7.1% | +16.1% |
| 6M | -1.1% | +28.2% | -29.3% | -3.0% |
| YTD | -19.8% | +28.3% | -48.1% | -21.4% |
| 1Y | -34.3% | +48.3% | -82.7% | -36.5% |
| All | -7.2% | +95.5% | -102.7% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling