-72.3%
FIS vs INCY
+86.9%
-159.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -6.0% |
| 7D | -3.5% | +3.1% | -6.6% | -4.1% |
| 30D | -19.4% | +12.0% | -31.5% | -21.7% |
| 3M | -31.6% | +0.8% | -32.3% | -32.0% |
| 6M | -32.5% | +22.8% | -55.3% | -36.1% |
| YTD | -56.0% | +23.2% | -79.2% | -58.5% |
| 1Y | -55.5% | +12.4% | -68.0% | -57.2% |
| 3Y | -41.3% | +132.1% | -173.4% | -55.8% |
| 5Y | -72.3% | +85.5% | -157.7% | -76.7% |
| All | -72.3% | +86.9% | -159.2% | -76.7% |
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 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