-80.5%
FCUV vs INCY
+45.3%
-125.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.0% | -12.7% | -15.0% |
| 7D | +62.8% | +1.9% | +60.9% | +64.8% |
| 30D | +66.5% | +5.8% | +60.7% | +78.1% |
| 3M | +459.9% | +25.2% | +434.7% | +501.8% |
| 6M | -12.4% | +28.2% | -40.6% | -3.9% |
| YTD | -47.5% | +28.3% | -75.9% | -42.3% |
| 1Y | -80.5% | +48.3% | -128.9% | -80.9% |
| All | -80.5% | +45.3% | -125.8% | -80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling