+5,150.0%
FFIV vs INCY
+934.7%
+4,215.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -1.0% | +1.9% | -2.9% | -1.4% |
| 30D | -5.1% | +5.8% | -10.9% | -6.5% |
| 3M | -4.5% | +25.2% | -29.6% | -9.9% |
| 6M | +36.5% | +28.2% | +8.3% | +27.6% |
| YTD | +53.0% | +28.3% | +24.6% | +42.5% |
| 1Y | +24.2% | +48.3% | -24.1% | +11.3% |
| 3Y | +137.2% | +95.9% | +41.3% | +94.5% |
| 5Y | +91.8% | +66.6% | +25.2% | +61.8% |
| 10Y | +215.2% | +54.5% | +160.6% | +150.9% |
| All | +5,150.0% | +934.7% | +4,215.3% | +1,201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling