-94.7%
FCUV vs INCY
+41.2%
-136.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.7% | +1.5% |
| 7D | -66.5% | -4.2% | -62.3% | -69.5% |
| 30D | +5.0% | +0.6% | +4.4% | 0.0% |
| 3M | +63.8% | +12.6% | +51.1% | +59.3% |
| 6M | -67.8% | +28.3% | -96.2% | -68.8% |
| YTD | -82.4% | +23.0% | -105.4% | -82.5% |
| 1Y | -94.7% | +41.0% | -135.7% | -95.5% |
| All | -94.7% | +41.2% | -136.0% | -95.5% |
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