+2,102.5%
FTI vs INCY
+547.9%
+1,554.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.9% |
| 30D | +5.0% | +3.7% | +1.4% | +4.2% |
| 3M | +13.8% | +22.1% | -8.2% | +9.1% |
| 6M | +22.9% | +29.8% | -6.9% | +16.1% |
| YTD | +75.0% | +27.6% | +47.4% | +65.6% |
| 1Y | +96.9% | +47.2% | +49.7% | +80.8% |
| 3Y | +276.7% | +97.0% | +179.8% | +221.0% |
| 5Y | +1,157.0% | +73.4% | +1,083.7% | +986.7% |
| 10Y | +310.7% | +59.2% | +251.4% | +242.5% |
| All | +2,102.5% | +547.9% | +1,554.6% | +795.2% |
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