+115.0%
FCX vs INCY
+69.5%
+45.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -6.1% |
| 7D | -1.9% | -3.7% | +1.8% | -1.0% |
| 30D | +3.4% | +1.8% | +1.6% | +3.0% |
| 3M | +15.0% | +17.0% | -2.0% | +10.4% |
| 6M | +14.6% | +28.4% | -13.7% | +7.4% |
| YTD | +41.2% | +24.8% | +16.4% | +32.7% |
| 1Y | +60.4% | +42.9% | +17.4% | +45.0% |
| 3Y | +88.4% | +92.7% | -4.3% | +53.8% |
| 5Y | +115.0% | +73.3% | +41.7% | +81.3% |
| All | +115.0% | +69.5% | +45.5% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling