+9,017.0%
TYL vs INCY
+6,316.0%
+2,701.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +4.3% | +2.3% | +2.0% | +3.9% |
| 30D | +28.0% | +6.7% | +21.3% | +26.7% |
| 3M | +32.3% | -1.0% | +33.4% | +32.4% |
| 6M | +29.9% | +22.1% | +7.9% | +25.8% |
| YTD | -7.1% | +21.8% | -28.9% | -10.3% |
| 1Y | -9.2% | +13.5% | -22.7% | -11.5% |
| 3Y | +0.7% | +129.4% | -128.7% | -13.2% |
| 5Y | -21.1% | +84.0% | -105.0% | -29.9% |
| 10Y | +180.8% | +14.9% | +165.9% | +156.6% |
| All | +9,017.0% | +6,316.0% | +2,701.0% | +3,166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling