-3.2%
FSLY vs INCY
+96.8%
-100.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.4% |
| 7D | +11.2% | -2.2% | +13.3% | +11.7% |
| 30D | -18.2% | +3.7% | -21.8% | -19.0% |
| 3M | +21.9% | +22.1% | -0.2% | +15.7% |
| 6M | +4.0% | +29.8% | -25.7% | -2.8% |
| YTD | +123.1% | +27.6% | +95.5% | +109.6% |
| 1Y | +196.9% | +47.2% | +149.7% | +169.7% |
| All | -3.2% | +96.8% | -100.0% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling