+2,072.5%
FTNT vs INCY
+54.2%
+2,018.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -0.1% | -4.2% | +4.0% | +0.9% |
| 30D | -3.0% | +0.6% | -3.5% | -3.3% |
| 3M | +7.6% | +12.6% | -5.1% | +3.5% |
| 6M | +87.0% | +28.3% | +58.6% | +73.0% |
| YTD | +96.5% | +23.0% | +73.6% | +83.2% |
| 1Y | +92.9% | +41.0% | +52.0% | +72.5% |
| 3Y | +139.8% | +88.6% | +51.3% | +90.8% |
| 5Y | +151.3% | +70.8% | +80.5% | +105.3% |
| All | +2,072.5% | +54.2% | +2,018.3% | +1,585.3% |
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