+592.8%
FSLR vs INCY
+2,217.4%
-1,624.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -14.8% | +1.1% | -15.9% | -15.1% |
| 30D | -4.3% | +8.4% | -12.7% | -6.6% |
| 3M | -23.4% | +0.4% | -23.8% | -23.8% |
| 6M | -26.9% | +22.4% | -49.4% | -31.9% |
| YTD | -34.4% | +22.5% | -56.9% | -39.4% |
| 1Y | -33.2% | +14.8% | -48.0% | -37.2% |
| 3Y | +28.1% | +127.7% | -99.7% | -4.4% |
| 5Y | +54.5% | +84.4% | -29.9% | +22.2% |
| 10Y | +434.6% | +15.7% | +418.8% | +344.1% |
| All | +592.8% | +2,217.4% | -1,624.7% | +61.7% |
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