+1,186.5%
FITB vs INCY
+6,534.7%
-5,348.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -4.5% | +3.2% | -7.7% | -5.0% |
| 3M | +5.7% | +23.6% | -18.0% | +2.1% |
| 6M | +17.1% | +29.7% | -12.6% | +12.3% |
| YTD | +18.3% | +25.9% | -7.6% | +13.8% |
| 1Y | +23.9% | +43.7% | -19.8% | +16.6% |
| 3Y | +131.1% | +94.4% | +36.7% | +105.7% |
| 5Y | +71.1% | +68.0% | +3.1% | +54.9% |
| 10Y | +283.9% | +52.5% | +231.4% | +239.3% |
| All | +1,186.5% | +6,534.7% | -5,348.2% | +490.1% |
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 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