+531.6%
FICO vs INCY
+27.4%
+504.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.2% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | +8.4% | +8.1% | +0.3% | +6.0% |
| 3M | -30.5% | +1.1% | -31.6% | -30.8% |
| 6M | -35.7% | +23.7% | -59.4% | -39.5% |
| YTD | -57.2% | +23.4% | -80.6% | -59.9% |
| 1Y | -58.4% | +15.0% | -73.4% | -60.3% |
| 3Y | -24.8% | +132.1% | -156.9% | -43.5% |
| 5Y | +79.3% | +83.2% | -3.9% | +44.2% |
| 10Y | +531.6% | +17.1% | +514.6% | +419.5% |
| All | +531.6% | +27.4% | +504.3% | +419.5% |
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