+125.4%
FFIV vs INCY
+16.6%
+108.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.5% |
| 7D | -2.9% | -0.5% | -2.5% | -2.8% |
| 30D | -32.4% | +9.8% | -42.2% | -33.7% |
| 3M | -22.7% | +1.0% | -23.7% | -23.1% |
| 6M | -10.7% | +21.9% | -32.6% | -14.7% |
| YTD | +25.4% | +23.8% | +1.6% | +18.8% |
| 1Y | +34.2% | +13.0% | +21.1% | +29.4% |
| 3Y | +101.2% | +133.2% | -32.0% | +63.2% |
| 5Y | +42.0% | +87.8% | -45.8% | +20.3% |
| All | +125.4% | +16.6% | +108.9% | +89.2% |
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