+87.8%
INCY vs FDS
-21.2%
+109.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.1% |
| 7D | -0.5% | -2.1% | +1.7% | -0.1% |
| 30D | +9.8% | +16.0% | -6.2% | +6.7% |
| 3M | +1.0% | +18.8% | -17.8% | -2.7% |
| 6M | +21.9% | +54.1% | -32.2% | +11.0% |
| YTD | +23.8% | +17.0% | +6.8% | +19.4% |
| 1Y | +13.0% | +25.5% | -12.5% | +7.0% |
| 3Y | +133.2% | -23.3% | +156.5% | +148.0% |
| 5Y | +87.8% | -22.6% | +110.4% | +95.0% |
| All | +87.8% | -21.2% | +109.0% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling