+40.7%
FFIV vs INCY
+79.4%
-38.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -4.2% | +2.3% | -6.5% | -4.6% |
| 30D | -33.9% | +6.7% | -40.5% | -34.8% |
| 3M | -22.6% | -1.0% | -21.6% | -22.7% |
| 6M | -10.4% | +22.1% | -32.4% | -14.9% |
| YTD | +24.3% | +21.8% | +2.5% | +17.4% |
| 1Y | +31.8% | +13.5% | +18.3% | +26.4% |
| 3Y | +99.5% | +129.4% | -29.9% | +50.0% |
| 5Y | +40.7% | +84.0% | -43.2% | +13.4% |
| All | +40.7% | +79.4% | -38.7% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling