-83.1%
FRMI vs INCY
+43.0%
-126.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +1.8% |
| 7D | +7.4% | -4.2% | +11.6% | +6.8% |
| 30D | -27.6% | +0.6% | -28.2% | -27.5% |
| 3M | -20.9% | +12.6% | -33.5% | -19.4% |
| 6M | -36.6% | +28.3% | -64.9% | -35.6% |
| YTD | -31.3% | +23.0% | -54.2% | -32.2% |
| All | -83.1% | +43.0% | -126.1% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling