+3,018.2%
FDX vs INCY
+6,660.0%
-3,641.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.5% | +1.9% | -4.4% | -2.8% |
| 30D | +3.8% | +5.8% | -2.0% | +3.1% |
| 3M | -1.3% | +25.2% | -26.5% | -4.0% |
| 6M | +5.0% | +28.2% | -23.2% | +1.8% |
| YTD | +39.6% | +28.3% | +11.3% | +35.3% |
| 1Y | +81.1% | +48.3% | +32.8% | +72.4% |
| 3Y | +63.0% | +95.9% | -32.9% | +48.9% |
| 5Y | +65.6% | +66.6% | -1.0% | +53.4% |
| 10Y | +183.4% | +54.5% | +128.8% | +157.1% |
| All | +3,018.2% | +6,660.0% | -3,641.8% | +1,628.9% |
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