+51.9%
INCY vs FHN
+129.4%
-77.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +1.8% | -2.6% | +4.5% | +2.2% |
| 3M | +17.0% | +0.8% | +16.1% | +16.8% |
| 6M | +28.4% | +9.2% | +19.2% | +26.4% |
| YTD | +24.8% | +5.1% | +19.7% | +23.6% |
| 1Y | +42.9% | +12.2% | +30.7% | +39.8% |
| 3Y | +92.7% | +132.4% | -39.7% | +66.6% |
| 5Y | +73.3% | +91.1% | -17.7% | +49.1% |
| All | +51.9% | +129.4% | -77.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling