-22.6%
FPS vs INCY
+19.6%
-42.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.5% | -21.8% | -16.7% |
| 7D | -23.3% | +5.1% | -28.5% | -22.8% |
| 30D | -42.4% | +7.6% | -50.1% | -41.9% |
| 3M | -43.0% | +1.9% | -44.9% | -42.2% |
| 6M | -44.5% | +26.5% | -70.9% | -51.6% |
| All | -22.6% | +19.6% | -42.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling