+2,361.6%
FTAI vs INCY
+17.4%
+2,344.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | -9.7% | -3.7% | -6.0% | -9.1% |
| 30D | -20.0% | +1.8% | -21.8% | -20.3% |
| 3M | -20.1% | +17.0% | -37.0% | -22.6% |
| 6M | -33.3% | +28.4% | -61.7% | -36.5% |
| YTD | -8.0% | +24.8% | -32.8% | -12.0% |
| 1Y | +8.0% | +42.9% | -35.0% | +0.5% |
| 3Y | +413.4% | +92.7% | +320.7% | +347.6% |
| 5Y | +858.6% | +73.3% | +785.2% | +747.7% |
| 10Y | +3,003.7% | +55.8% | +2,947.9% | +2,590.4% |
| All | +2,361.6% | +17.4% | +2,344.2% | +2,047.9% |
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