+6.9%
FPS vs INCY
+22.7%
-15.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.2% |
| 7D | +5.3% | -2.2% | +7.5% | +5.6% |
| 30D | -17.6% | +3.7% | -21.2% | -18.1% |
| 3M | -45.8% | +22.1% | -67.8% | -51.1% |
| 6M | -10.1% | +29.8% | -39.9% | -23.0% |
| All | +6.9% | +22.7% | -15.8% | -1.7% |
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