+69.0%
FITB vs INCY
+73.3%
-4.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -5.1% | +3.7% | -8.8% | -6.1% |
| 3M | +3.5% | +22.1% | -18.5% | -2.1% |
| 6M | +17.2% | +29.8% | -12.6% | +8.9% |
| YTD | +17.6% | +27.6% | -9.9% | +9.3% |
| 1Y | +23.4% | +47.2% | -23.9% | +9.6% |
| 3Y | +129.7% | +97.0% | +32.8% | +83.1% |
| All | +69.0% | +73.3% | -4.3% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling