+7,770.9%
TYL vs INCY
+6,660.0%
+1,110.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -3.7% | +1.9% | -5.6% | -4.0% |
| 30D | +18.7% | +5.8% | +12.9% | +17.7% |
| 3M | +18.1% | +25.2% | -7.1% | +14.1% |
| 6M | -1.1% | +28.2% | -29.3% | -5.0% |
| YTD | -19.8% | +28.3% | -48.1% | -23.1% |
| 1Y | -34.3% | +48.3% | -82.7% | -38.6% |
| 3Y | -8.2% | +95.9% | -104.2% | -19.0% |
| 5Y | -25.4% | +66.6% | -92.0% | -32.9% |
| 10Y | +115.6% | +54.5% | +61.0% | +88.0% |
| All | +7,770.9% | +6,660.0% | +1,110.9% | +2,699.9% |
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