+56.8%
FSLR vs INCY
+86.4%
-29.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -8.4% | -0.5% | -8.0% | -8.4% |
| 30D | -0.9% | +9.8% | -10.7% | -2.9% |
| 3M | -26.1% | +1.0% | -27.1% | -26.4% |
| 6M | -23.6% | +21.9% | -45.5% | -27.8% |
| YTD | -31.8% | +23.8% | -55.6% | -36.6% |
| 1Y | -32.6% | +13.0% | -45.6% | -35.6% |
| 3Y | +33.0% | +133.2% | -100.2% | -6.2% |
| 5Y | +56.8% | +87.8% | -31.0% | +23.4% |
| All | +56.8% | +86.4% | -29.6% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling