+133.0%
FROG vs INCY
+69.9%
+63.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -4.8% | -2.2% | -2.6% | -4.3% |
| 30D | -0.9% | +3.7% | -4.6% | -1.9% |
| 3M | +7.5% | +22.1% | -14.6% | +1.4% |
| 6M | +107.0% | +29.8% | +77.2% | +91.4% |
| YTD | +39.8% | +27.6% | +12.2% | +29.1% |
| 1Y | +74.8% | +47.2% | +27.6% | +53.7% |
| 3Y | +219.3% | +97.0% | +122.3% | +146.1% |
| 5Y | +133.0% | +73.4% | +59.6% | +82.6% |
| All | +133.0% | +69.9% | +63.1% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling