+217.1%
FROG vs INCY
+95.0%
+122.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -3.1% | +3.2% | -6.3% | -3.5% |
| 3M | +1.2% | +23.6% | -22.4% | -2.2% |
| 6M | +113.7% | +29.7% | +84.0% | +104.4% |
| YTD | +38.9% | +25.9% | +12.9% | +33.0% |
| 1Y | +72.0% | +43.7% | +28.3% | +60.4% |
| 3Y | +217.1% | +94.4% | +122.7% | +152.3% |
| All | +217.1% | +95.0% | +122.2% | +152.3% |
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