+541.4%
FICO vs INCY
+15.3%
+526.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +0.1% | +8.4% | -8.3% | -2.2% |
| 3M | -35.2% | +0.4% | -35.5% | -35.3% |
| 6M | -32.4% | +22.4% | -54.8% | -36.2% |
| YTD | -57.4% | +22.5% | -79.9% | -60.0% |
| 1Y | -58.5% | +14.8% | -73.3% | -60.4% |
| 3Y | -28.9% | +127.7% | -156.6% | -46.2% |
| 5Y | +91.7% | +84.4% | +7.3% | +53.8% |
| All | +541.4% | +15.3% | +526.1% | +428.7% |
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