+284.0%
FITB vs INCY
+54.2%
+229.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -0.3% | -4.2% | +3.9% | +0.7% |
| 30D | -5.7% | +0.6% | -6.3% | -5.9% |
| 3M | +3.2% | +12.6% | -9.5% | 0.0% |
| 6M | +23.4% | +28.3% | -4.9% | +15.8% |
| YTD | +18.8% | +23.0% | -4.2% | +12.3% |
| 1Y | +25.0% | +41.0% | -16.0% | +13.9% |
| 3Y | +131.2% | +88.6% | +42.6% | +93.0% |
| 5Y | +70.7% | +70.8% | -0.1% | +44.8% |
| All | +284.0% | +54.2% | +229.8% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling