-3.7%
FISV vs INCY
+20.6%
-24.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.8% | +5.4% |
| 7D | +29.6% | +5.1% | +24.5% | +28.4% |
| 30D | +34.5% | +7.6% | +26.8% | +32.6% |
| 3M | +11.2% | +1.9% | +9.4% | +10.5% |
| 6M | -1.2% | +26.5% | -27.7% | -4.5% |
| YTD | -7.6% | +24.4% | -32.0% | -11.6% |
| 1Y | -3.7% | +19.4% | -23.1% | -7.7% |
| All | -3.7% | +20.6% | -24.3% | -7.7% |
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 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