+130.7%
FIX vs INCY
+43.8%
+86.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.6% |
| 7D | +6.1% | -0.5% | +6.5% | +6.1% |
| 30D | -2.7% | +3.2% | -5.9% | -3.0% |
| 3M | -10.9% | +23.6% | -34.6% | -16.2% |
| 6M | +29.0% | +29.7% | -0.7% | +18.7% |
| YTD | +76.9% | +25.9% | +50.9% | +63.8% |
| 1Y | +130.7% | +43.7% | +87.0% | +105.0% |
| All | +130.7% | +43.8% | +86.9% | +105.0% |
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