-41.3%
FIS vs INCY
+133.6%
-174.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -6.1% |
| 7D | -3.5% | +3.1% | -6.6% | -3.9% |
| 30D | -19.4% | +12.0% | -31.5% | -20.9% |
| 3M | -31.6% | +0.8% | -32.3% | -31.8% |
| 6M | -32.5% | +22.8% | -55.3% | -34.8% |
| YTD | -56.0% | +23.2% | -79.2% | -57.5% |
| 1Y | -55.5% | +12.4% | -68.0% | -56.5% |
| All | -41.3% | +133.6% | -174.9% | -47.1% |
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