+804.7%
FN vs INCY
+17.7%
+787.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.2% | +5.5% |
| 7D | +8.0% | -0.5% | +8.5% | +8.4% |
| 30D | -19.1% | +9.8% | -28.9% | -21.0% |
| 3M | -29.8% | +1.0% | -30.8% | -30.3% |
| 6M | -43.2% | +21.9% | -65.1% | -46.7% |
| YTD | -18.9% | +23.8% | -42.7% | -24.1% |
| 1Y | -17.9% | +13.0% | -30.9% | -21.4% |
| 3Y | +120.1% | +133.2% | -13.0% | +71.6% |
| 5Y | +206.7% | +87.8% | +118.9% | +150.7% |
| 10Y | +804.7% | +17.0% | +787.7% | +668.9% |
| All | +804.7% | +17.7% | +787.0% | +668.9% |
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