-26.5%
FIS vs INCY
+96.8%
-123.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.6% |
| 7D | -9.1% | -2.2% | -6.9% | -8.7% |
| 30D | -10.4% | +3.7% | -14.1% | -11.0% |
| 3M | -3.7% | +22.1% | -25.8% | -6.8% |
| 6M | -24.8% | +29.8% | -54.5% | -28.0% |
| YTD | -41.6% | +27.6% | -69.1% | -44.0% |
| 1Y | -42.7% | +47.2% | -89.9% | -46.5% |
| All | -26.5% | +96.8% | -123.3% | -35.7% |
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