+6,390.7%
INCY vs FHN
+556.3%
+5,834.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +3.1% | +1.3% | +1.9% | +2.7% |
| 30D | +12.0% | +2.8% | +9.2% | +11.1% |
| 3M | +0.8% | -8.9% | +9.7% | +3.5% |
| 6M | +22.8% | -0.7% | +23.5% | +22.7% |
| YTD | +23.2% | +0.1% | +23.1% | +22.6% |
| 1Y | +12.4% | +10.4% | +2.0% | +8.4% |
| 3Y | +132.1% | +128.8% | +3.3% | +73.9% |
| 5Y | +85.5% | +61.5% | +24.0% | +43.8% |
| 10Y | +16.4% | +83.0% | -66.6% | -24.3% |
| All | +6,390.7% | +556.3% | +5,834.3% | +2,251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling