+826.4%
FN vs INCY
+27.4%
+799.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +11.4% |
| 7D | +16.3% | +1.5% | +14.7% | +15.9% |
| 30D | -24.7% | +8.1% | -32.8% | -26.2% |
| 3M | -34.9% | +1.1% | -36.0% | -35.4% |
| 6M | -41.1% | +23.7% | -64.8% | -44.9% |
| YTD | -19.6% | +23.4% | -43.0% | -24.7% |
| 1Y | -18.5% | +15.0% | -33.5% | -22.4% |
| 3Y | +119.1% | +132.1% | -13.0% | +71.0% |
| 5Y | +206.9% | +83.2% | +123.7% | +152.5% |
| 10Y | +826.4% | +17.1% | +809.4% | +689.0% |
| All | +826.4% | +27.4% | +799.0% | +689.0% |
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 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