+92.4%
FOXA vs INCY
+44.5%
+47.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.5% |
| 7D | +0.8% | -4.2% | +5.0% | +1.6% |
| 30D | +5.0% | +0.6% | +4.5% | +4.8% |
| 3M | -3.0% | +12.6% | -15.7% | -5.4% |
| 6M | +14.8% | +28.3% | -13.6% | +9.1% |
| YTD | -8.9% | +23.0% | -31.9% | -13.1% |
| 1Y | +13.3% | +41.0% | -27.6% | +4.7% |
| 3Y | +115.4% | +88.6% | +26.8% | +83.9% |
| 5Y | +95.3% | +70.8% | +24.5% | +69.3% |
| All | +92.4% | +44.5% | +47.8% | +56.8% |
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 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