-62.6%
FCEL vs INCY
+92.5%
-155.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.4% |
| 7D | +6.3% | -3.7% | +10.0% | +7.2% |
| 30D | -18.8% | +1.8% | -20.6% | -19.4% |
| 3M | -3.8% | +17.0% | -20.8% | -9.6% |
| 6M | +121.1% | +28.4% | +92.7% | +101.1% |
| YTD | +113.3% | +24.8% | +88.5% | +94.5% |
| 1Y | +173.5% | +42.9% | +130.6% | +132.2% |
| All | -62.6% | +92.5% | -155.1% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling