+29.4%
FFIV vs INCY
+12.8%
+16.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -0.5% | +1.1% | -1.7% | -0.5% |
| 30D | -32.4% | +8.4% | -40.8% | -32.2% |
| 3M | -25.7% | +0.4% | -26.1% | -25.4% |
| 6M | -13.5% | +22.4% | -35.9% | -13.8% |
| YTD | +21.1% | +22.5% | -1.4% | +19.4% |
| 1Y | +29.4% | +14.8% | +14.7% | +29.5% |
| All | +29.4% | +12.8% | +16.6% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling