+8,993.2%
TYL vs INCY
+6,281.3%
+2,711.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +6.7% | -0.6% | +7.3% | +6.7% |
| 30D | +26.5% | +5.5% | +21.1% | +25.5% |
| 3M | +37.3% | +1.1% | +36.2% | +36.9% |
| 6M | +31.2% | +19.8% | +11.3% | +27.3% |
| YTD | -7.4% | +21.1% | -28.5% | -10.5% |
| 1Y | -9.6% | +13.7% | -23.3% | -11.9% |
| 3Y | +1.9% | +119.3% | -117.4% | -11.6% |
| 5Y | -21.1% | +76.3% | -97.4% | -29.5% |
| 10Y | +171.8% | +36.6% | +135.2% | +141.7% |
| All | +8,993.2% | +6,281.3% | +2,711.9% | +3,160.8% |
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