+144.1%
FTNT vs INCY
+92.5%
+51.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | +1.6% | -3.7% | +5.3% | +1.8% |
| 30D | -1.9% | +1.8% | -3.7% | -2.0% |
| 3M | +14.4% | +17.0% | -2.6% | +12.8% |
| 6M | +88.7% | +28.4% | +60.3% | +84.3% |
| YTD | +100.0% | +24.8% | +75.2% | +95.8% |
| 1Y | +99.9% | +42.9% | +56.9% | +92.8% |
| All | +144.1% | +92.5% | +51.6% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling