+3,553.2%
FIX vs INCY
+15.3%
+3,537.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +9.4% | +1.1% | +8.3% | +9.3% |
| 30D | -27.8% | +8.4% | -36.2% | -29.0% |
| 3M | -35.6% | +0.4% | -35.9% | -35.8% |
| 6M | -45.2% | +22.4% | -67.6% | -48.1% |
| YTD | +19.5% | +22.5% | -3.0% | +13.1% |
| 1Y | +24.2% | +14.8% | +9.5% | +19.1% |
| 3Y | +494.2% | +127.7% | +366.4% | +384.5% |
| 5Y | +1,036.1% | +84.4% | +951.8% | +861.6% |
| All | +3,553.2% | +15.3% | +3,537.9% | +2,958.9% |
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 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