-11.0%
FLUT vs INCY
+56.5%
-67.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -3.6% | -3.7% | +0.1% | -3.3% |
| 30D | -0.3% | +1.8% | -2.2% | -0.5% |
| 3M | -12.6% | +17.0% | -29.6% | -13.7% |
| 6M | -8.0% | +28.4% | -36.4% | -9.7% |
| YTD | -54.1% | +24.8% | -78.9% | -54.9% |
| 1Y | -66.1% | +42.9% | -109.0% | -67.1% |
| 3Y | -45.0% | +92.7% | -137.7% | -48.1% |
| 5Y | -51.2% | +73.3% | -124.6% | -53.6% |
| All | -11.0% | +56.5% | -67.5% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling