+1,214.7%
INCY vs FDS
+9,502.8%
-8,288.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.7% |
| 7D | +1.9% | -1.9% | +3.8% | +2.7% |
| 30D | +5.8% | +9.0% | -3.2% | +1.2% |
| 3M | +25.2% | +18.9% | +6.3% | +13.9% |
| 6M | +28.2% | +35.1% | -6.9% | +7.5% |
| YTD | +28.3% | +5.5% | +22.8% | +19.4% |
| 1Y | +48.3% | -16.8% | +65.2% | +52.7% |
| 3Y | +95.9% | -28.1% | +124.0% | +111.8% |
| 5Y | +66.6% | -17.4% | +84.0% | +63.0% |
| 10Y | +54.5% | +85.4% | -30.9% | -6.4% |
| All | +1,214.7% | +9,502.8% | -8,288.1% | +89.8% |
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