-61.0%
FLNC vs INCY
+89.7%
-150.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.7% |
| 7D | -4.1% | -4.2% | +0.1% | -3.4% |
| 30D | -24.8% | +0.6% | -25.4% | -24.9% |
| 3M | -59.1% | +12.6% | -71.8% | -60.3% |
| 6M | -42.0% | +28.3% | -70.3% | -45.6% |
| YTD | -49.8% | +23.0% | -72.8% | -52.6% |
| 1Y | +43.1% | +41.0% | +2.1% | +29.8% |
| 3Y | -61.0% | +88.6% | -149.5% | -73.0% |
| All | -61.0% | +89.7% | -150.7% | -73.0% |
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 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