+75.3%
FROG vs INCY
+30.6%
+44.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +12.5% | +1.1% | +11.4% | +12.2% |
| 30D | +23.5% | +8.4% | +15.1% | +20.7% |
| 3M | +19.4% | +0.4% | +19.0% | +19.0% |
| 6M | +77.0% | +22.4% | +54.6% | +63.7% |
| YTD | +81.9% | +22.5% | +59.4% | +66.9% |
| 1Y | +90.7% | +14.8% | +75.9% | +78.6% |
| 3Y | +328.5% | +127.7% | +200.8% | +188.3% |
| 5Y | +207.0% | +84.4% | +122.6% | +125.6% |
| All | +75.3% | +30.6% | +44.7% | +51.2% |
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 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