+61.4%
INCY vs FGI
-70.6%
+131.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 6M | +19.8% | -3.2% | +23.0% | +19.1% |
| YTD | +21.1% | +29.1% | -8.0% | +19.4% |
| 1Y | +13.7% | +51.0% | -37.2% | +11.7% |
| 3Y | +119.3% | +1.5% | +117.7% | +112.9% |
| All | +61.4% | -70.6% | +131.9% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling