+239.9%
FIS vs INCY
+572.4%
-332.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | -16.7% | +8.4% | -25.1% | -17.9% |
| 3M | -32.3% | +0.4% | -32.7% | -32.6% |
| 6M | -29.1% | +22.4% | -51.5% | -31.5% |
| YTD | -54.1% | +22.5% | -76.6% | -55.8% |
| 1Y | -53.7% | +14.8% | -68.5% | -55.0% |
| 3Y | -38.8% | +127.7% | -166.6% | -47.0% |
| 5Y | -71.1% | +84.4% | -155.5% | -74.2% |
| 10Y | -53.1% | +15.7% | -68.8% | -57.0% |
| All | +239.9% | +572.4% | -332.5% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling