+7,917.6%
FLEX vs INCY
+5,167.5%
+2,750.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -0.9% | +1.9% | -2.8% | -1.4% |
| 30D | -10.1% | +5.8% | -16.0% | -11.4% |
| 3M | -31.3% | +25.2% | -56.5% | -35.3% |
| 6M | +71.3% | +28.2% | +43.1% | +60.8% |
| YTD | +81.2% | +28.3% | +52.9% | +69.8% |
| 1Y | +98.5% | +48.3% | +50.1% | +79.3% |
| 3Y | +428.2% | +95.9% | +332.3% | +339.0% |
| 5Y | +657.3% | +66.6% | +590.7% | +547.5% |
| 10Y | +995.9% | +54.5% | +941.4% | +802.8% |
| All | +7,917.6% | +5,167.5% | +2,750.1% | +1,523.9% |
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