+536.8%
FAST vs INCY
+16.6%
+520.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +0.9% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +8.3% | +9.8% | -1.5% | +6.2% |
| 3M | +6.5% | +1.0% | +5.5% | +6.0% |
| 6M | +29.5% | +21.9% | +7.6% | +23.8% |
| YTD | +41.3% | +23.8% | +17.5% | +34.1% |
| 1Y | +37.4% | +13.0% | +24.3% | +32.7% |
| 3Y | +98.5% | +133.2% | -34.6% | +62.0% |
| 5Y | +111.1% | +87.8% | +23.3% | +79.2% |
| All | +536.8% | +16.6% | +520.2% | +451.1% |
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