+107.2%
FAST vs INCY
+67.3%
+39.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | -0.8% | +5.8% | -6.6% | -1.9% |
| 3M | +5.8% | +25.2% | -19.4% | +1.2% |
| 6M | +8.0% | +28.2% | -20.2% | +2.6% |
| YTD | +25.6% | +28.3% | -2.7% | +19.0% |
| 1Y | +0.8% | +48.3% | -47.5% | -7.4% |
| 3Y | +86.1% | +95.9% | -9.8% | +59.3% |
| All | +107.2% | +67.3% | +39.9% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling