+42.4%
FCEL vs INCY
+20.6%
+21.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.4% | -5.1% |
| 7D | -14.9% | +5.1% | -20.0% | -13.9% |
| 30D | -41.7% | +7.6% | -49.3% | -40.7% |
| 3M | -53.2% | +1.9% | -55.0% | -52.5% |
| 6M | -19.0% | +26.5% | -45.5% | -19.2% |
| YTD | +44.2% | +24.4% | +19.8% | +44.2% |
| 1Y | +42.4% | +19.4% | +23.1% | +48.5% |
| All | +42.4% | +20.6% | +21.8% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling