-49.8%
FLUT vs INCY
+83.5%
-133.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | +9.3% | +8.4% | +0.8% | +7.7% |
| 3M | -17.5% | +0.4% | -17.9% | -17.7% |
| 6M | -14.6% | +22.4% | -37.0% | -17.6% |
| YTD | -62.3% | +22.5% | -84.7% | -63.8% |
| 1Y | -59.6% | +14.8% | -74.4% | -60.8% |
| 3Y | -45.3% | +127.7% | -173.0% | -55.3% |
| All | -49.8% | +83.5% | -133.3% | -53.0% |
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 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