-3.5%
FSLY vs INCY
+57.7%
-61.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.6% |
| 7D | +12.5% | -4.2% | +16.6% | +14.5% |
| 30D | -18.8% | +0.6% | -19.4% | -19.4% |
| 3M | +22.7% | +12.6% | +10.0% | +15.3% |
| 6M | -3.7% | +28.3% | -32.0% | -14.6% |
| YTD | +127.5% | +23.0% | +104.5% | +105.3% |
| 1Y | +193.5% | +41.0% | +152.6% | +146.7% |
| 3Y | -1.3% | +88.6% | -89.9% | -31.3% |
| 5Y | -47.3% | +70.8% | -118.1% | -61.1% |
| All | -3.5% | +57.7% | -61.2% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling