-48.4%
FSLY vs INCY
+69.5%
-117.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | +7.5% | -3.7% | +11.2% | +9.1% |
| 30D | -21.1% | +1.8% | -22.9% | -22.0% |
| 3M | +21.8% | +17.0% | +4.8% | +13.3% |
| 6M | -0.1% | +28.4% | -28.5% | -10.7% |
| YTD | +123.1% | +24.8% | +98.3% | +101.8% |
| 1Y | +208.6% | +42.9% | +165.6% | +161.4% |
| 3Y | -1.3% | +92.7% | -93.9% | -30.2% |
| 5Y | -48.4% | +73.3% | -121.7% | -61.5% |
| All | -48.4% | +69.5% | -117.9% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling