-99.1%
FCEL vs INCY
+54.2%
-153.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +6.3% | -4.2% | +10.5% | +7.7% |
| 30D | -26.7% | +0.6% | -27.3% | -27.1% |
| 3M | -10.2% | +12.6% | -22.8% | -15.2% |
| 6M | +123.5% | +28.3% | +95.2% | +100.8% |
| YTD | +117.4% | +23.0% | +94.4% | +97.2% |
| 1Y | +146.0% | +41.0% | +105.0% | +109.3% |
| 3Y | -61.9% | +88.6% | -150.5% | -71.7% |
| 5Y | -90.5% | +70.8% | -161.3% | -92.7% |
| All | -99.1% | +54.2% | -153.3% | -99.4% |
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