+10.4%
FTAI vs INCY
+41.2%
-30.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.6% |
| 7D | -5.2% | -4.2% | -1.0% | -4.5% |
| 30D | -17.9% | +0.6% | -18.5% | -18.0% |
| 3M | -22.7% | +12.6% | -35.4% | -25.0% |
| 6M | -28.0% | +28.3% | -56.3% | -33.4% |
| YTD | -5.0% | +23.0% | -27.9% | -10.9% |
| 1Y | +10.4% | +41.0% | -30.6% | -4.3% |
| All | +10.4% | +41.2% | -30.8% | -4.3% |
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 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