+23,590.7%
FICO vs INCY
+6,281.3%
+17,309.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | +3.3% | +5.5% | -2.1% | +2.6% |
| 3M | -31.7% | +1.1% | -32.8% | -31.9% |
| 6M | -34.0% | +19.8% | -53.8% | -35.7% |
| YTD | -58.3% | +21.1% | -79.5% | -59.5% |
| 1Y | -57.9% | +13.7% | -71.7% | -58.8% |
| 3Y | -24.1% | +119.3% | -143.3% | -32.7% |
| 5Y | +85.3% | +76.3% | +9.0% | +68.6% |
| 10Y | +520.3% | +36.6% | +483.7% | +469.0% |
| All | +23,590.7% | +6,281.3% | +17,309.4% | +11,670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling