-57.6%
FISV vs INCY
+89.7%
-147.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.6% |
| 7D | -2.7% | -4.2% | +1.5% | -2.2% |
| 30D | 0.0% | +0.6% | -0.5% | -0.1% |
| 3M | -2.8% | +12.6% | -15.4% | -4.2% |
| 6M | -11.8% | +28.3% | -40.2% | -14.3% |
| YTD | -23.2% | +23.0% | -46.2% | -25.2% |
| 1Y | -62.0% | +41.0% | -103.0% | -63.5% |
| 3Y | -57.6% | +88.6% | -146.2% | -61.1% |
| All | -57.6% | +89.7% | -147.3% | -61.1% |
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