+2,885.3%
FISV vs INCY
+6,620.5%
-3,735.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.5% |
| 7D | -6.4% | -2.2% | -4.2% | -6.1% |
| 30D | -6.8% | +3.7% | -10.5% | -7.3% |
| 3M | -10.0% | +22.1% | -32.0% | -12.3% |
| 6M | -20.6% | +29.8% | -50.4% | -23.3% |
| YTD | -27.6% | +27.6% | -55.2% | -30.0% |
| 1Y | -64.3% | +47.2% | -111.5% | -66.2% |
| 3Y | -60.0% | +97.0% | -156.9% | -63.9% |
| 5Y | -57.7% | +73.4% | -131.1% | -61.4% |
| 10Y | -3.0% | +59.2% | -62.2% | -13.1% |
| All | +2,885.3% | +6,620.5% | -3,735.2% | +1,458.4% |
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