-90.6%
FCEL vs INCY
+69.3%
-159.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +6.3% | -4.2% | +10.5% | +7.8% |
| 30D | -26.7% | +0.6% | -27.3% | -27.2% |
| 3M | -10.2% | +12.6% | -22.8% | -16.1% |
| 6M | +123.5% | +28.3% | +95.2% | +96.4% |
| YTD | +117.4% | +23.0% | +94.4% | +93.0% |
| 1Y | +146.0% | +41.0% | +105.0% | +100.1% |
| 3Y | -61.9% | +88.6% | -150.5% | -74.8% |
| All | -90.6% | +69.3% | -159.8% | -93.6% |
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