-38.6%
FICO vs INCY
+45.3%
-83.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.4% |
| 7D | -19.2% | +1.9% | -21.1% | -19.5% |
| 30D | -14.6% | +5.8% | -20.4% | -15.7% |
| 3M | -20.1% | +25.2% | -45.3% | -22.7% |
| 6M | -36.3% | +28.2% | -64.5% | -38.7% |
| YTD | -44.9% | +28.3% | -73.2% | -47.0% |
| 1Y | -38.6% | +48.3% | -87.0% | -41.6% |
| All | -38.6% | +45.3% | -83.9% | -41.6% |
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