+55.4%
FCX vs INCY
+83.5%
-28.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -14.7% | +8.4% | -23.2% | -16.4% |
| 3M | -11.2% | +0.4% | -11.5% | -11.3% |
| 6M | -11.4% | +22.4% | -33.8% | -16.5% |
| YTD | +17.7% | +22.5% | -4.8% | +10.4% |
| 1Y | +47.5% | +14.8% | +32.7% | +40.5% |
| 3Y | +83.9% | +127.7% | -43.8% | +36.3% |
| All | +55.4% | +83.5% | -28.1% | +30.5% |
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 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