+1,168.3%
INCY vs FDS
+10,549.7%
-9,381.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.4% |
| 7D | -0.5% | -2.1% | +1.7% | +0.5% |
| 30D | +9.8% | +16.0% | -6.2% | +2.2% |
| 3M | +1.0% | +18.8% | -17.8% | -8.1% |
| 6M | +21.9% | +54.1% | -32.2% | -3.9% |
| YTD | +23.8% | +17.0% | +6.8% | +8.6% |
| 1Y | +13.0% | +25.5% | -12.5% | -4.5% |
| 3Y | +133.2% | -23.3% | +156.5% | +142.8% |
| 5Y | +87.8% | -22.6% | +110.4% | +89.2% |
| 10Y | +17.0% | +130.2% | -113.2% | -36.8% |
| All | +1,168.3% | +10,549.7% | -9,381.5% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling