+4.4%
FICO vs INCY
+95.5%
-91.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.5% |
| 7D | -19.2% | +1.9% | -21.1% | -19.4% |
| 30D | -14.6% | +5.8% | -20.4% | -15.3% |
| 3M | -20.1% | +25.2% | -45.3% | -22.1% |
| 6M | -36.3% | +28.2% | -64.5% | -38.1% |
| YTD | -44.9% | +28.3% | -73.2% | -46.5% |
| 1Y | -38.6% | +48.3% | -87.0% | -41.3% |
| All | +4.4% | +95.5% | -91.1% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling