-50.6%
FLUT vs INCY
+69.9%
-120.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -2.6% | -2.2% | -0.4% | -2.2% |
| 30D | +5.4% | +3.7% | +1.7% | +4.7% |
| 3M | -10.8% | +22.1% | -32.8% | -13.8% |
| 6M | -9.2% | +29.8% | -39.0% | -13.4% |
| YTD | -53.8% | +27.6% | -81.4% | -55.9% |
| 1Y | -66.0% | +47.2% | -113.2% | -68.5% |
| 3Y | -44.7% | +97.0% | -141.6% | -52.7% |
| 5Y | -50.6% | +73.4% | -123.9% | -56.4% |
| All | -50.6% | +69.9% | -120.5% | -56.4% |
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