+73.4%
INCY vs FDS
-23.5%
+96.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.9% |
| 7D | -2.2% | -8.8% | +6.6% | -0.5% |
| 30D | +3.7% | -1.4% | +5.0% | +3.8% |
| 3M | +22.1% | +13.9% | +8.2% | +18.5% |
| 6M | +29.8% | +27.4% | +2.4% | +22.7% |
| YTD | +27.6% | -2.5% | +30.0% | +27.6% |
| 1Y | +47.2% | -23.8% | +71.0% | +55.8% |
| 3Y | +97.0% | -32.5% | +129.4% | +112.9% |
| 5Y | +73.4% | -23.2% | +96.5% | +94.9% |
| All | +73.4% | -23.5% | +96.8% | +94.9% |
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