+6,660.0%
INCY vs FHN
+594.4%
+6,065.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | +5.8% | -4.7% | +10.5% | +7.2% |
| 3M | +25.2% | +3.5% | +21.6% | +23.8% |
| 6M | +28.2% | +7.8% | +20.4% | +25.0% |
| YTD | +28.3% | +5.9% | +22.5% | +25.6% |
| 1Y | +48.3% | +12.5% | +35.9% | +41.8% |
| 3Y | +95.9% | +117.2% | -21.3% | +48.9% |
| 5Y | +66.6% | +86.5% | -20.0% | +23.1% |
| 10Y | +54.5% | +125.7% | -71.2% | -6.5% |
| All | +6,660.0% | +594.4% | +6,065.6% | +2,308.8% |
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