-80.9%
FIG vs INCY
+63.3%
-144.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -3.3% |
| 7D | -14.5% | -2.2% | -12.3% | -14.4% |
| 30D | -13.3% | +3.7% | -17.0% | -13.4% |
| 3M | +7.4% | +22.1% | -14.6% | +8.6% |
| 6M | -27.8% | +29.8% | -57.6% | -26.6% |
| YTD | -41.1% | +27.6% | -68.7% | -40.9% |
| 1Y | -58.7% | +47.2% | -105.9% | -56.6% |
| All | -80.9% | +63.3% | -144.2% | -75.4% |
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