+31,247.6%
FICO vs INCY
+6,660.0%
+24,587.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.6% |
| 7D | -19.2% | +1.9% | -21.1% | -19.4% |
| 30D | -14.6% | +5.8% | -20.4% | -15.2% |
| 3M | -20.1% | +25.2% | -45.3% | -22.5% |
| 6M | -36.3% | +28.2% | -64.5% | -38.5% |
| YTD | -44.9% | +28.3% | -73.2% | -46.8% |
| 1Y | -38.6% | +48.3% | -87.0% | -42.0% |
| 3Y | +4.0% | +95.9% | -92.0% | -6.5% |
| 5Y | +99.5% | +66.6% | +33.0% | +82.7% |
| 10Y | +604.7% | +54.5% | +550.1% | +536.0% |
| All | +31,247.6% | +6,660.0% | +24,587.6% | +15,364.3% |
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 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