+9,359.7%
FTNT vs INCY
+1,444.2%
+7,915.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -4.3% | +3.7% | -7.9% | -5.3% |
| 3M | +13.6% | +22.1% | -8.5% | +7.3% |
| 6M | +87.6% | +29.8% | +57.8% | +73.8% |
| YTD | +98.0% | +27.6% | +70.4% | +83.6% |
| 1Y | +96.9% | +47.2% | +49.7% | +75.3% |
| 3Y | +145.4% | +97.0% | +48.4% | +96.8% |
| 5Y | +153.0% | +73.4% | +79.6% | +109.1% |
| 10Y | +2,098.3% | +59.2% | +2,039.0% | +1,641.5% |
| All | +9,359.7% | +1,444.2% | +7,915.4% | +3,601.2% |
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