+70.7%
FROG vs INCY
+31.4%
+39.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +48.2% | +3.1% | +45.1% | +47.1% |
| 30D | +11.4% | +12.0% | -0.6% | +7.8% |
| 3M | +28.5% | +0.8% | +27.8% | +27.9% |
| 6M | +63.7% | +22.8% | +41.0% | +51.3% |
| YTD | +77.1% | +23.2% | +53.9% | +62.2% |
| 1Y | +79.3% | +12.4% | +66.9% | +69.3% |
| 3Y | +323.8% | +132.1% | +191.7% | +182.7% |
| 5Y | +198.9% | +85.5% | +113.4% | +119.2% |
| All | +70.7% | +31.4% | +39.3% | +46.9% |
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