-71.6%
FLNC vs INCY
+86.0%
-157.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.9% |
| 7D | -4.1% | -4.2% | +0.1% | -2.9% |
| 30D | -24.8% | +0.6% | -25.4% | -25.0% |
| 3M | -59.1% | +12.6% | -71.8% | -61.1% |
| 6M | -42.0% | +28.3% | -70.3% | -47.6% |
| YTD | -49.8% | +23.0% | -72.8% | -54.3% |
| 1Y | +43.1% | +41.0% | +2.1% | +23.2% |
| 3Y | -61.0% | +88.6% | -149.5% | -72.5% |
| All | -71.6% | +86.0% | -157.7% | -78.6% |
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