+18,520.9%
FAST vs INCY
+6,660.0%
+11,860.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | -0.8% | +5.8% | -6.6% | -1.6% |
| 3M | +5.8% | +25.2% | -19.4% | +2.4% |
| 6M | +8.0% | +28.2% | -20.2% | +4.2% |
| YTD | +25.6% | +28.3% | -2.7% | +21.0% |
| 1Y | +0.8% | +48.3% | -47.5% | -5.0% |
| 3Y | +86.1% | +95.9% | -9.8% | +67.1% |
| 5Y | +100.2% | +66.6% | +33.6% | +82.6% |
| 10Y | +494.2% | +54.5% | +439.6% | +429.5% |
| All | +18,520.9% | +6,660.0% | +11,860.9% | +7,811.7% |
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