+7,843.3%
FIX vs INCY
+609.0%
+7,234.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.3% |
| 7D | -17.5% | -0.6% | -16.8% | -17.4% |
| 30D | -41.6% | +5.5% | -47.0% | -42.1% |
| 3M | -40.6% | +1.1% | -41.7% | -40.9% |
| 6M | -49.4% | +19.8% | -69.2% | -51.0% |
| YTD | +9.2% | +21.1% | -12.0% | +5.4% |
| 1Y | +6.5% | +13.7% | -7.3% | +3.6% |
| 3Y | +448.7% | +119.3% | +329.5% | +382.3% |
| 5Y | +948.7% | +76.3% | +872.4% | +844.4% |
| 10Y | +3,659.7% | +36.6% | +3,623.1% | +3,283.7% |
| All | +7,843.3% | +609.0% | +7,234.3% | +4,093.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling