+35.2%
FROG vs INCY
+36.9%
-1.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -11.3% | +1.9% | -13.2% | -11.8% |
| 30D | +3.6% | +5.8% | -2.2% | +1.8% |
| 3M | +1.7% | +25.2% | -23.5% | -6.2% |
| 6M | +123.5% | +28.2% | +95.3% | +103.9% |
| YTD | +40.2% | +28.3% | +11.9% | +27.0% |
| 1Y | +81.0% | +48.3% | +32.6% | +54.5% |
| 3Y | +194.8% | +95.9% | +98.8% | +116.1% |
| 5Y | +131.8% | +66.6% | +65.2% | +81.2% |
| All | +35.2% | +36.9% | -1.7% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling