+16.5%
FTAI vs INCY
+20.6%
-4.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +4.5% | -15.0% | -10.9% |
| 7D | +7.4% | +5.1% | +2.3% | +6.9% |
| 30D | +9.0% | +7.6% | +1.4% | +8.1% |
| 3M | -18.9% | +1.9% | -20.8% | -18.8% |
| 6M | -24.9% | +26.5% | -51.4% | -29.4% |
| YTD | -8.3% | +24.4% | -32.6% | -13.4% |
| 1Y | +16.5% | +19.4% | -2.9% | +10.4% |
| All | +16.5% | +20.6% | -4.1% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling