+155.7%
FDX vs INCY
+17.7%
+138.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +10.4% | +9.8% | +0.6% | +8.5% |
| 3M | +0.5% | +1.0% | -0.5% | +0.1% |
| 6M | +6.5% | +21.9% | -15.4% | +2.0% |
| YTD | +40.2% | +23.8% | +16.4% | +33.5% |
| 1Y | +52.1% | +13.0% | +39.0% | +47.2% |
| 3Y | +72.8% | +133.2% | -60.3% | +41.8% |
| 5Y | +76.3% | +87.8% | -11.5% | +50.3% |
| 10Y | +155.7% | +17.0% | +138.8% | +119.5% |
| All | +155.7% | +17.7% | +138.0% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling