+1,315.5%
FERG vs INCY
+1,225.0%
+90.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.0% |
| 30D | -15.1% | +3.7% | -18.7% | -15.2% |
| 3M | -4.8% | +22.1% | -26.9% | -5.8% |
| 6M | -2.5% | +29.8% | -32.2% | -3.7% |
| YTD | +1.8% | +27.6% | -25.8% | +0.5% |
| 1Y | -0.3% | +47.2% | -47.5% | -2.2% |
| 3Y | +52.9% | +97.0% | -44.0% | +47.8% |
| 5Y | +69.3% | +73.4% | -4.1% | +64.1% |
| 10Y | +352.7% | +59.2% | +293.4% | +337.3% |
| All | +1,315.5% | +1,225.0% | +90.5% | +1,353.7% |
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