+51.8%
FTNT vs INCY
+20.6%
+31.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +1.4% |
| 7D | -25.7% | +5.1% | -30.8% | -25.3% |
| 30D | -29.7% | +7.6% | -37.4% | -29.2% |
| 3M | -23.1% | +1.9% | -25.0% | -22.9% |
| 6M | +45.0% | +26.5% | +18.5% | +44.9% |
| YTD | +62.9% | +24.4% | +38.6% | +62.3% |
| 1Y | +51.8% | +19.4% | +32.5% | +53.8% |
| All | +51.8% | +20.6% | +31.2% | +53.8% |
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 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