+49.7%
INCY vs FDS
+64.8%
-15.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | -4.2% | -14.0% | +9.8% | +0.1% |
| 30D | +0.6% | -6.2% | +6.8% | +2.2% |
| 3M | +12.6% | +10.2% | +2.5% | +8.7% |
| 6M | +28.3% | +27.4% | +0.9% | +16.9% |
| YTD | +23.0% | -9.3% | +32.2% | +24.2% |
| 1Y | +41.0% | -28.6% | +69.6% | +53.4% |
| 3Y | +88.6% | -36.8% | +125.4% | +111.0% |
| 5Y | +70.8% | -28.6% | +99.4% | +78.1% |
| All | +49.7% | +64.8% | -15.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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