-99.9%
FCEL vs INCY
+6,351.7%
-6,451.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -31.6% | +8.4% | -40.1% | -33.0% |
| 3M | -52.4% | +0.4% | -52.8% | -52.7% |
| 6M | -51.4% | +22.4% | -73.8% | -54.2% |
| YTD | +32.4% | +22.5% | +9.9% | +24.5% |
| 1Y | +37.5% | +14.8% | +22.7% | +30.6% |
| 3Y | -69.3% | +127.7% | -197.0% | -75.4% |
| 5Y | -97.1% | +84.4% | -181.5% | -97.6% |
| 10Y | -99.1% | +15.7% | -114.9% | -99.2% |
| All | -99.9% | +6,351.7% | -6,451.6% | -99.9% |
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