-35.6%
FSLR vs INCY
+12.6%
-48.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -12.0% | +3.1% | -15.1% | -11.8% |
| 30D | -7.7% | +12.0% | -19.7% | -6.8% |
| 3M | -24.0% | +0.8% | -24.8% | -23.8% |
| 6M | -24.4% | +22.8% | -47.2% | -24.0% |
| YTD | -34.0% | +23.2% | -57.3% | -36.9% |
| 1Y | -35.6% | +12.4% | -48.0% | -34.8% |
| All | -35.6% | +12.6% | -48.2% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling