+5,993.3%
FIX vs INCY
+51.3%
+5,942.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.7% |
| 7D | +6.1% | -0.5% | +6.5% | +6.1% |
| 30D | -2.7% | +3.2% | -5.9% | -3.3% |
| 3M | -10.9% | +23.6% | -34.6% | -15.3% |
| 6M | +29.0% | +29.7% | -0.7% | +21.3% |
| YTD | +76.9% | +25.9% | +50.9% | +67.1% |
| 1Y | +130.7% | +43.7% | +87.0% | +112.0% |
| 3Y | +790.7% | +94.4% | +696.2% | +653.8% |
| 5Y | +2,185.6% | +68.0% | +2,117.6% | +1,874.0% |
| 10Y | +5,993.3% | +52.5% | +5,940.8% | +4,577.5% |
| All | +5,993.3% | +51.3% | +5,942.0% | +4,577.5% |
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