+1,015.5%
FCX vs INCY
+2,659.2%
-1,643.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -4.9% | +1.9% | -6.8% | -5.1% |
| 30D | +4.8% | +5.8% | -1.0% | +4.0% |
| 3M | +4.6% | +25.2% | -20.6% | +1.0% |
| 6M | +10.8% | +28.2% | -17.4% | +6.6% |
| YTD | +44.2% | +28.3% | +15.9% | +38.5% |
| 1Y | +59.6% | +48.3% | +11.2% | +49.8% |
| 3Y | +82.2% | +95.9% | -13.7% | +62.6% |
| 5Y | +115.6% | +66.6% | +49.0% | +96.0% |
| 10Y | +670.6% | +54.5% | +616.0% | +590.6% |
| All | +1,015.5% | +2,659.2% | -1,643.7% | +578.5% |
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 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