-59.5%
FICO vs INCY
+15.3%
-74.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.7% |
| 7D | +4.0% | -0.5% | +4.4% | +4.0% |
| 30D | -1.5% | +9.8% | -11.3% | -3.9% |
| 3M | -29.8% | +1.0% | -30.8% | -29.9% |
| 6M | -33.3% | +21.9% | -55.1% | -34.3% |
| YTD | -56.9% | +23.8% | -80.7% | -57.8% |
| 1Y | -59.5% | +13.0% | -72.5% | -59.6% |
| All | -59.5% | +15.3% | -74.8% | -59.6% |
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