-26.9%
FSLR vs INCY
+22.5%
-49.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | -14.8% | +1.1% | -15.9% | -14.7% |
| 30D | -4.3% | +8.4% | -12.7% | -3.2% |
| 3M | -23.4% | +0.4% | -23.8% | -22.9% |
| 6M | -26.9% | +22.4% | -49.4% | -25.4% |
| All | -26.9% | +22.5% | -49.5% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling