-14.2%
FSLY vs INCY
+64.6%
-78.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -10.6% | +1.9% | -12.5% | -11.5% |
| 30D | -20.9% | +5.8% | -26.7% | -23.0% |
| 3M | +3.4% | +25.2% | -21.8% | -7.3% |
| 6M | +2.7% | +28.2% | -25.5% | -8.8% |
| YTD | +102.3% | +28.3% | +73.9% | +79.3% |
| 1Y | +182.1% | +48.3% | +133.7% | +132.0% |
| 3Y | -14.6% | +95.9% | -110.5% | -41.4% |
| 5Y | -55.9% | +66.6% | -122.5% | -66.9% |
| All | -14.2% | +64.6% | -78.8% | -32.1% |
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