+4,166.4%
FFIV vs INCY
+882.0%
+3,284.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -4.2% | +2.3% | -6.5% | -4.7% |
| 30D | -33.9% | +6.7% | -40.5% | -35.0% |
| 3M | -22.6% | -1.0% | -21.6% | -22.8% |
| 6M | -10.4% | +22.1% | -32.4% | -15.4% |
| YTD | +24.3% | +21.8% | +2.5% | +16.8% |
| 1Y | +31.8% | +13.5% | +18.3% | +25.7% |
| 3Y | +99.5% | +129.4% | -29.9% | +57.2% |
| 5Y | +40.7% | +84.0% | -43.2% | +16.1% |
| 10Y | +126.9% | +14.9% | +112.0% | +94.4% |
| All | +4,166.4% | +882.0% | +3,284.3% | +967.2% |
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