+142.7%
FFIV vs INCY
+95.0%
+47.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | 0.0% |
| 7D | -1.5% | -0.5% | -1.1% | -1.5% |
| 30D | -2.7% | +3.2% | -5.8% | -3.1% |
| 3M | -1.7% | +23.6% | -25.3% | -4.7% |
| 6M | +36.1% | +29.7% | +6.5% | +30.8% |
| YTD | +52.6% | +25.9% | +26.7% | +46.7% |
| 1Y | +21.5% | +43.7% | -22.2% | +13.8% |
| 3Y | +142.7% | +94.4% | +48.2% | +100.3% |
| All | +142.7% | +95.0% | +47.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling