+420.9%
FSLR vs INCY
+16.0%
+404.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -12.0% | +3.1% | -15.1% | -12.6% |
| 30D | -7.7% | +12.0% | -19.7% | -10.2% |
| 3M | -24.0% | +0.8% | -24.8% | -24.4% |
| 6M | -24.4% | +22.8% | -47.2% | -28.9% |
| YTD | -34.0% | +23.2% | -57.3% | -38.5% |
| 1Y | -35.6% | +12.4% | -48.0% | -38.5% |
| 3Y | +28.7% | +132.1% | -103.4% | -1.8% |
| 5Y | +55.3% | +85.5% | -30.2% | +26.1% |
| All | +420.9% | +16.0% | +404.8% | +346.2% |
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