-99.8%
FCEL vs INCY
+6,660.0%
-6,759.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -15.8% | +1.9% | -17.7% | -16.3% |
| 30D | -29.3% | +5.8% | -35.1% | -30.3% |
| 3M | -30.1% | +25.2% | -55.3% | -34.1% |
| 6M | +74.4% | +28.2% | +46.2% | +63.3% |
| YTD | +104.5% | +28.3% | +76.2% | +90.8% |
| 1Y | +281.4% | +48.3% | +233.0% | +241.8% |
| 3Y | -66.1% | +95.9% | -162.0% | -71.8% |
| 5Y | -91.9% | +66.6% | -158.4% | -93.0% |
| 10Y | -99.2% | +54.5% | -153.7% | -99.3% |
| All | -99.8% | +6,660.0% | -6,759.8% | -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