-58.5%
FIG vs INCY
+41.2%
-99.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +4.9% |
| 7D | -3.8% | -4.2% | +0.4% | -3.4% |
| 30D | -2.3% | +0.6% | -2.9% | -2.3% |
| 3M | +20.0% | +12.6% | +7.3% | +19.7% |
| 6M | -16.7% | +28.3% | -45.0% | -16.3% |
| YTD | -37.9% | +23.0% | -60.9% | -38.8% |
| 1Y | -58.5% | +41.0% | -99.5% | -59.2% |
| All | -58.5% | +41.2% | -99.8% | -59.2% |
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