+12.9%
INCY vs FGI
+42.6%
-29.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | -0.6% | -7.0% | +6.3% | -0.6% |
| 30D | +5.5% | -4.2% | +9.7% | +5.5% |
| 3M | +1.1% | +55.6% | -54.5% | +0.4% |
| 6M | +19.8% | -3.2% | +23.0% | +19.5% |
| YTD | +21.1% | +29.1% | -8.0% | +20.5% |
| All | +12.9% | +42.6% | -29.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling