+155.8%
FTNT vs INCY
+69.5%
+86.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +1.6% | -3.7% | +5.3% | +2.3% |
| 30D | -1.9% | +1.8% | -3.7% | -2.4% |
| 3M | +14.4% | +17.0% | -2.6% | +10.0% |
| 6M | +88.7% | +28.4% | +60.3% | +76.9% |
| YTD | +100.0% | +24.8% | +75.2% | +88.1% |
| 1Y | +99.9% | +42.9% | +56.9% | +80.8% |
| 3Y | +147.9% | +92.7% | +55.2% | +99.8% |
| 5Y | +155.8% | +73.3% | +82.5% | +110.7% |
| All | +155.8% | +69.5% | +86.3% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling