+295.8%
FTI vs INCY
+54.2%
+241.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -4.4% | -4.2% | -0.2% | -3.6% |
| 30D | +1.5% | +0.6% | +0.9% | +1.3% |
| 3M | +8.2% | +12.6% | -4.5% | +5.2% |
| 6M | +18.8% | +28.3% | -9.5% | +12.2% |
| YTD | +71.7% | +23.0% | +48.7% | +63.2% |
| 1Y | +90.0% | +41.0% | +49.1% | +75.2% |
| 3Y | +270.5% | +88.6% | +181.9% | +214.9% |
| 5Y | +1,084.5% | +70.8% | +1,013.7% | +916.7% |
| All | +295.8% | +54.2% | +241.6% | +219.3% |
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 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