+90.3%
FOXA vs INCY
+48.0%
+42.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +2.3% | +3.2% | -0.9% | +1.6% |
| 3M | -2.8% | +23.6% | -26.5% | -6.9% |
| 6M | +9.6% | +29.7% | -20.1% | +4.0% |
| YTD | -9.9% | +25.9% | -35.8% | -14.4% |
| 1Y | +5.4% | +43.7% | -38.3% | -3.0% |
| 3Y | +115.3% | +94.4% | +20.8% | +82.7% |
| 5Y | +93.1% | +68.0% | +25.1% | +68.0% |
| All | +90.3% | +48.0% | +42.3% | +54.5% |
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