+56.4%
FCX vs INCY
+41.2%
+15.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.3% | -4.2% | +1.9% | -1.7% |
| 30D | +2.7% | +0.6% | +2.1% | +2.7% |
| 3M | +7.4% | +12.6% | -5.3% | +5.4% |
| 6M | +16.0% | +28.3% | -12.3% | +10.5% |
| YTD | +40.9% | +23.0% | +17.9% | +34.5% |
| 1Y | +56.4% | +41.0% | +15.5% | +40.6% |
| All | +56.4% | +41.2% | +15.2% | +40.6% |
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