+43.1%
INCY vs FIGR
+1.6%
+41.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.1% |
| 7D | -3.7% | +1.0% | -4.7% | -3.7% |
| 30D | +1.8% | +31.4% | -29.5% | +1.6% |
| 3M | +17.0% | +30.3% | -13.3% | +16.7% |
| 6M | +28.4% | -7.6% | +36.0% | +28.3% |
| YTD | +24.8% | -10.5% | +35.3% | +24.8% |
| All | +43.1% | +1.6% | +41.5% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling