+114.5%
FE vs INCY
+56.1%
+58.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | -1.2% | +3.7% | -4.8% | -1.6% |
| 3M | +1.7% | +22.1% | -20.4% | -0.8% |
| 6M | -7.5% | +29.8% | -37.3% | -10.4% |
| YTD | +6.3% | +27.6% | -21.3% | +3.0% |
| 1Y | +10.9% | +47.2% | -36.4% | +5.4% |
| 3Y | +46.9% | +97.0% | -50.0% | +33.4% |
| 5Y | +47.6% | +73.4% | -25.7% | +35.1% |
| 10Y | +114.5% | +59.2% | +55.2% | +83.6% |
| All | +114.5% | +56.1% | +58.3% | +83.6% |
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