+75.3%
FDX vs INCY
+82.2%
-6.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.1% |
| 7D | +0.2% | +1.5% | -1.4% | -0.1% |
| 30D | +9.3% | +8.1% | +1.2% | +7.9% |
| 3M | +0.5% | +1.1% | -0.6% | +0.1% |
| 6M | +5.3% | +23.7% | -18.3% | +1.0% |
| YTD | +38.6% | +23.4% | +15.2% | +32.6% |
| 1Y | +53.5% | +15.0% | +38.5% | +48.5% |
| 3Y | +74.2% | +132.1% | -57.9% | +42.9% |
| 5Y | +75.3% | +83.2% | -7.9% | +54.3% |
| All | +75.3% | +82.2% | -6.9% | +54.3% |
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