+73.3%
INCY vs FHN
+87.6%
-14.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.6% |
| YTD | +24.8% | +5.1% | +19.7% | +23.7% |
| 1Y | +42.9% | +12.2% | +30.7% | +40.1% |
| 3Y | +92.7% | +132.4% | -39.7% | +72.4% |
| 5Y | +73.3% | +91.1% | -17.7% | +60.2% |
| All | +73.3% | +87.6% | -14.3% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling