+46.2%
FE vs INCY
+67.2%
-21.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -2.1% | +3.2% | -5.3% | -2.5% |
| 3M | +2.6% | +23.6% | -21.0% | +0.2% |
| 6M | -6.8% | +29.7% | -36.4% | -9.5% |
| YTD | +6.9% | +25.9% | -19.1% | +3.9% |
| 1Y | +11.6% | +43.7% | -32.2% | +6.7% |
| 3Y | +47.7% | +94.4% | -46.7% | +34.8% |
| 5Y | +46.2% | +68.0% | -21.8% | +32.4% |
| All | +46.2% | +67.2% | -21.0% | +32.4% |
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