-80.8%
FIG vs INCY
+59.7%
-140.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | -12.2% | -3.7% | -8.5% | -12.0% |
| 30D | -11.0% | +1.8% | -12.8% | -11.0% |
| 3M | +11.9% | +17.0% | -5.1% | +12.8% |
| 6M | -21.9% | +28.4% | -50.3% | -20.4% |
| YTD | -40.8% | +24.8% | -65.6% | -40.4% |
| 1Y | -56.6% | +42.9% | -99.6% | -54.6% |
| All | -80.8% | +59.7% | -140.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling