+3,689.8%
FN vs INCY
+959.8%
+2,730.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | -22.0% | +5.8% | -27.8% | -23.0% |
| 3M | -43.0% | +25.2% | -68.2% | -46.2% |
| 6M | -27.7% | +28.2% | -56.0% | -32.3% |
| YTD | -10.5% | +28.3% | -38.8% | -16.0% |
| 1Y | +12.5% | +48.3% | -35.9% | +2.1% |
| 3Y | +153.8% | +95.9% | +57.9% | +112.2% |
| 5Y | +288.0% | +66.6% | +221.4% | +232.3% |
| 10Y | +906.4% | +54.5% | +851.9% | +727.9% |
| All | +3,689.8% | +959.8% | +2,730.0% | +1,289.3% |
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