+235.5%
FFIV vs INCY
+56.5%
+179.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.1% |
| 7D | +1.6% | -3.7% | +5.3% | +2.3% |
| 30D | -3.7% | +1.8% | -5.6% | -4.2% |
| 3M | +2.0% | +17.0% | -15.0% | -1.5% |
| 6M | +39.3% | +28.4% | +10.9% | +31.9% |
| YTD | +56.1% | +24.8% | +31.3% | +48.1% |
| 1Y | +22.0% | +42.9% | -21.0% | +12.2% |
| 3Y | +148.2% | +92.7% | +55.5% | +110.6% |
| 5Y | +96.3% | +73.3% | +23.0% | +69.2% |
| All | +235.5% | +56.5% | +179.0% | +177.9% |
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 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