-72.3%
FLNC vs INCY
+88.8%
-161.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.1% | -3.6% |
| 7D | -5.0% | -3.7% | -1.3% | -4.0% |
| 30D | -26.1% | +1.8% | -27.9% | -26.5% |
| 3M | -55.2% | +17.0% | -72.2% | -57.8% |
| 6M | -42.6% | +28.4% | -71.0% | -48.1% |
| YTD | -51.0% | +24.8% | -75.8% | -55.6% |
| 1Y | +43.3% | +42.9% | +0.4% | +22.9% |
| 3Y | -63.4% | +92.7% | -156.1% | -74.4% |
| All | -72.3% | +88.8% | -161.1% | -79.2% |
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 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