+115.6%
FSLR vs INCY
+67.7%
+47.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | +6.8% | -0.5% | +7.3% | +6.9% |
| 30D | -14.7% | +3.2% | -17.9% | -15.3% |
| 3M | -22.6% | +23.6% | -46.2% | -26.8% |
| 6M | +12.7% | +29.7% | -17.0% | +5.1% |
| YTD | -18.4% | +25.9% | -44.3% | -24.1% |
| 1Y | +4.9% | +43.7% | -38.8% | -6.3% |
| 3Y | +16.4% | +94.4% | -78.0% | -8.9% |
| All | +115.6% | +67.7% | +47.9% | +76.0% |
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