-79.9%
FIG vs INCY
+57.4%
-137.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +4.9% |
| 7D | -3.8% | -4.2% | +0.4% | -3.6% |
| 30D | -2.3% | +0.6% | -2.9% | -2.3% |
| 3M | +20.0% | +12.6% | +7.3% | +20.5% |
| 6M | -16.7% | +28.3% | -45.0% | -14.8% |
| YTD | -37.9% | +23.0% | -60.9% | -37.5% |
| 1Y | -58.5% | +41.0% | -99.5% | -56.6% |
| All | -79.9% | +57.4% | -137.3% | -74.0% |
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