-61.1%
FISV vs INCY
+45.3%
-106.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -0.3% | +1.9% | -2.3% | -0.7% |
| 30D | -2.1% | +5.8% | -7.9% | -3.3% |
| 3M | -5.7% | +25.2% | -30.9% | -9.6% |
| 6M | -15.3% | +28.2% | -43.5% | -19.3% |
| YTD | -21.1% | +28.3% | -49.4% | -25.6% |
| 1Y | -61.1% | +48.3% | -109.4% | -64.9% |
| All | -61.1% | +45.3% | -106.3% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling