+2,943.1%
FN vs INCY
+900.4%
+2,042.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.3% | +11.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -34.3% | +5.5% | -39.8% | -35.2% |
| 3M | -39.9% | +1.1% | -40.9% | -40.3% |
| 6M | -51.8% | +19.8% | -71.7% | -54.3% |
| YTD | -28.1% | +21.1% | -49.3% | -32.0% |
| 1Y | -29.1% | +13.7% | -42.8% | -31.9% |
| 3Y | +102.4% | +119.3% | -16.8% | +64.6% |
| 5Y | +171.7% | +76.3% | +95.3% | +130.0% |
| 10Y | +773.5% | +36.6% | +736.9% | +636.2% |
| All | +2,943.1% | +900.4% | +2,042.7% | +1,025.8% |
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