+122.9%
FIX vs INCY
+45.3%
+77.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +6.0% | +1.9% | +4.1% | +5.8% |
| 30D | -7.2% | +5.8% | -13.0% | -7.8% |
| 3M | -15.9% | +25.2% | -41.0% | -20.7% |
| 6M | +12.7% | +28.2% | -15.5% | +4.8% |
| YTD | +72.8% | +28.3% | +44.5% | +60.0% |
| 1Y | +122.9% | +48.3% | +74.5% | +98.2% |
| All | +122.9% | +45.3% | +77.6% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling