+79.3%
FROG vs INCY
+12.6%
+66.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +48.2% | +3.1% | +45.1% | +48.1% |
| 30D | +11.4% | +12.0% | -0.6% | +12.1% |
| 3M | +28.5% | +0.8% | +27.8% | +28.9% |
| 6M | +63.7% | +22.8% | +41.0% | +63.8% |
| YTD | +77.1% | +23.2% | +53.9% | +74.9% |
| 1Y | +79.3% | +12.4% | +66.9% | +81.9% |
| All | +79.3% | +12.6% | +66.7% | +81.9% |
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 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