+328.5%
FROG vs INCY
+132.2%
+196.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | +12.5% | +1.1% | +11.4% | +12.4% |
| 30D | +23.5% | +8.4% | +15.1% | +22.6% |
| 3M | +19.4% | +0.4% | +19.0% | +19.3% |
| 6M | +77.0% | +22.4% | +54.6% | +71.4% |
| YTD | +81.9% | +22.5% | +59.4% | +75.2% |
| 1Y | +90.7% | +14.8% | +75.9% | +85.6% |
| 3Y | +328.5% | +127.7% | +200.8% | +269.8% |
| All | +328.5% | +132.2% | +196.3% | +269.8% |
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