+63.1%
INCY vs FGI
-74.8%
+137.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -0.4% |
| 7D | +1.1% | -14.4% | +15.5% | +1.2% |
| 30D | +8.4% | -11.8% | +20.2% | +8.5% |
| 3M | +0.4% | -46.2% | +46.6% | +0.8% |
| 6M | +22.4% | +5.2% | +17.2% | +21.5% |
| YTD | +22.5% | +10.5% | +12.0% | +20.8% |
| 1Y | +14.8% | +25.5% | -10.7% | +12.9% |
| 3Y | +127.7% | -16.0% | +143.7% | +121.7% |
| All | +63.1% | -74.8% | +137.9% | +62.4% |
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