+3,644.4%
FIX vs INCY
+14.6%
+3,629.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -13.9% | +2.3% | -16.2% | -14.3% |
| 30D | -35.5% | +6.7% | -42.2% | -36.4% |
| 3M | -33.9% | -1.0% | -32.9% | -34.1% |
| 6M | -43.3% | +22.1% | -65.4% | -46.2% |
| YTD | +18.7% | +21.8% | -3.1% | +12.4% |
| 1Y | +13.8% | +13.5% | +0.2% | +9.3% |
| 3Y | +495.0% | +129.4% | +365.5% | +384.1% |
| 5Y | +1,049.0% | +84.0% | +965.1% | +872.7% |
| 10Y | +3,644.4% | +14.9% | +3,629.5% | +3,040.4% |
| All | +3,644.4% | +14.6% | +3,629.9% | +3,040.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling