+2,054.3%
FLUT vs INCY
+3,068.7%
-1,014.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | +1.9% | -3.6% | -1.7% |
| 30D | +7.7% | +5.8% | +1.9% | +7.5% |
| 3M | -0.7% | +25.2% | -25.9% | -1.8% |
| 6M | -11.2% | +28.2% | -39.4% | -12.2% |
| YTD | -53.4% | +28.3% | -81.8% | -54.0% |
| 1Y | -65.8% | +48.3% | -114.1% | -66.4% |
| 3Y | -44.9% | +95.9% | -140.9% | -46.9% |
| 5Y | -49.7% | +66.6% | -116.3% | -51.2% |
| 10Y | -9.7% | +54.5% | -64.2% | -13.3% |
| All | +2,054.3% | +3,068.7% | -1,014.5% | +1,622.2% |
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