+442.6%
FSLR vs INCY
+60.0%
+382.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.1% |
| 7D | +0.2% | -2.2% | +2.4% | +0.7% |
| 30D | -15.1% | +3.7% | -18.8% | -15.9% |
| 3M | -22.5% | +22.1% | -44.6% | -26.5% |
| 6M | +4.0% | +29.8% | -25.8% | -3.1% |
| YTD | -22.3% | +27.6% | -49.8% | -27.7% |
| 1Y | 0.0% | +47.2% | -47.2% | -10.5% |
| 3Y | +10.9% | +97.0% | -86.1% | -10.2% |
| 5Y | +105.4% | +73.4% | +32.0% | +70.8% |
| All | +442.6% | +60.0% | +382.6% | +366.3% |
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