+418.1%
FSLR vs INCY
+15.3%
+402.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -14.8% | +1.1% | -15.9% | -15.0% |
| 30D | -4.3% | +8.4% | -12.7% | -6.1% |
| 3M | -23.4% | +0.4% | -23.8% | -23.7% |
| 6M | -26.9% | +22.4% | -49.4% | -31.2% |
| YTD | -34.4% | +22.5% | -56.9% | -38.7% |
| 1Y | -33.2% | +14.8% | -48.0% | -36.6% |
| 3Y | +28.1% | +127.7% | -99.7% | -1.8% |
| 5Y | +54.5% | +84.4% | -29.9% | +25.6% |
| All | +418.1% | +15.3% | +402.8% | +344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling