+47.5%
FITB vs INCY
+83.5%
-36.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.8% | +1.1% | +1.6% | +2.5% |
| 30D | +9.8% | +8.4% | +1.4% | +7.5% |
| 3M | -5.2% | +0.4% | -5.5% | -5.5% |
| 6M | +17.3% | +22.4% | -5.1% | +10.3% |
| YTD | +19.3% | +22.5% | -3.2% | +11.5% |
| 1Y | +32.7% | +14.8% | +17.9% | +26.1% |
| 3Y | +141.6% | +127.7% | +13.9% | +78.0% |
| All | +47.5% | +83.5% | -36.0% | +20.9% |
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