+47.8%
FE vs INCY
+75.2%
-27.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | +5.2% | +5.5% | -0.3% | +4.5% |
| 3M | 0.0% | +1.1% | -1.1% | -0.2% |
| 6M | +5.0% | +19.8% | -14.8% | +2.7% |
| YTD | +7.9% | +21.1% | -13.2% | +5.1% |
| 1Y | +6.3% | +13.7% | -7.4% | +4.3% |
| 3Y | +46.0% | +119.3% | -73.2% | +29.5% |
| All | +47.8% | +75.2% | -27.5% | +34.0% |
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