+288.4%
FLEX vs INCY
+130.9%
+157.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -13.6% | +2.3% | -15.9% | -13.9% |
| 30D | -36.5% | +6.7% | -43.2% | -37.2% |
| 3M | -36.4% | -1.0% | -35.4% | -36.4% |
| 6M | -46.5% | +22.1% | -68.5% | -49.2% |
| YTD | +25.9% | +21.8% | +4.1% | +19.4% |
| 1Y | +19.6% | +13.5% | +6.1% | +14.7% |
| All | +288.4% | +130.9% | +157.4% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling