+14.4%
FIX vs INCY
+20.6%
-6.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.5% | -19.6% | -14.6% |
| 7D | -18.9% | +5.1% | -24.0% | -18.4% |
| 30D | -36.3% | +7.6% | -43.9% | -35.9% |
| 3M | -38.5% | +1.9% | -40.4% | -38.0% |
| 6M | -42.3% | +26.5% | -68.7% | -45.8% |
| YTD | +17.1% | +24.4% | -7.3% | +8.8% |
| 1Y | +14.4% | +19.4% | -5.0% | +9.1% |
| All | +14.4% | +20.6% | -6.2% | +9.1% |
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 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