+726.2%
FLEX vs INCY
+67.2%
+659.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +4.8% |
| 7D | +7.0% | -0.5% | +7.5% | +7.0% |
| 30D | -5.8% | +3.2% | -9.0% | -6.6% |
| 3M | -24.2% | +23.6% | -47.8% | -28.9% |
| 6M | +90.8% | +29.7% | +61.1% | +76.8% |
| YTD | +89.2% | +25.9% | +63.2% | +76.2% |
| 1Y | +104.7% | +43.7% | +61.0% | +83.6% |
| 3Y | +478.1% | +94.4% | +383.6% | +369.1% |
| 5Y | +726.2% | +68.0% | +658.2% | +566.1% |
| All | +726.2% | +67.2% | +659.0% | +566.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling