+3,076.9%
FTAI vs INCY
+54.2%
+3,022.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.6% |
| 7D | -5.2% | -4.2% | -1.0% | -4.4% |
| 30D | -17.9% | +0.6% | -18.5% | -18.1% |
| 3M | -22.7% | +12.6% | -35.4% | -25.1% |
| 6M | -28.0% | +28.3% | -56.3% | -32.2% |
| YTD | -5.0% | +23.0% | -27.9% | -9.7% |
| 1Y | +10.4% | +41.0% | -30.6% | +1.4% |
| 3Y | +425.2% | +88.6% | +336.6% | +345.0% |
| 5Y | +890.3% | +70.8% | +819.6% | +752.6% |
| All | +3,076.9% | +54.2% | +3,022.7% | +2,477.8% |
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