-95.9%
FCUV vs INCY
+81.4%
-177.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.3% | -8.3% | -7.0% |
| 7D | -63.8% | -2.2% | -61.6% | -63.8% |
| 30D | -14.7% | +3.7% | -18.3% | -14.7% |
| 3M | +65.3% | +22.1% | +43.2% | +63.7% |
| 6M | -68.5% | +29.8% | -98.3% | -69.0% |
| YTD | -83.0% | +27.6% | -110.6% | -83.3% |
| 1Y | -94.4% | +47.2% | -141.6% | -94.5% |
| 3Y | -99.3% | +97.0% | -196.2% | -99.3% |
| 5Y | -99.9% | +73.4% | -173.2% | -99.9% |
| 10Y | -98.6% | +59.2% | -157.9% | -98.7% |
| All | -95.9% | +81.4% | -177.3% | -95.9% |
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