+726.4%
FSLR vs INCY
+2,328.2%
-1,601.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.6% |
| 30D | -13.7% | +5.8% | -19.5% | -15.1% |
| 3M | -35.1% | +25.2% | -60.3% | -39.6% |
| 6M | +3.6% | +28.2% | -24.6% | -4.5% |
| YTD | -21.7% | +28.3% | -50.1% | -28.4% |
| 1Y | +1.3% | +48.3% | -47.1% | -11.5% |
| 3Y | +9.7% | +95.9% | -86.2% | -14.0% |
| 5Y | +117.4% | +66.6% | +50.8% | +76.9% |
| 10Y | +435.5% | +54.5% | +381.0% | +306.3% |
| All | +726.4% | +2,328.2% | -1,601.8% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling