+602.8%
FICO vs INCY
+51.3%
+551.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -15.4% | -0.5% | -14.9% | -15.3% |
| 30D | -10.4% | +3.2% | -13.6% | -11.1% |
| 3M | -22.7% | +23.6% | -46.3% | -26.9% |
| 6M | -36.8% | +29.7% | -66.4% | -41.1% |
| YTD | -44.8% | +25.9% | -70.7% | -48.4% |
| 1Y | -39.3% | +43.7% | -83.0% | -45.5% |
| 3Y | +3.7% | +94.4% | -90.7% | -16.8% |
| 5Y | +101.7% | +68.0% | +33.8% | +67.4% |
| 10Y | +602.8% | +52.5% | +550.2% | +437.7% |
| All | +602.8% | +51.3% | +551.4% | +437.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling