+14.9%
INCY vs FIVE
+562.8%
-547.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.3% | +7.3% | -5.0% | +1.4% |
| 30D | +6.7% | +18.1% | -11.4% | +4.4% |
| 3M | -1.0% | +7.7% | -8.7% | -2.1% |
| 6M | +22.1% | +13.6% | +8.4% | +19.4% |
| YTD | +21.8% | +34.6% | -12.8% | +16.4% |
| 1Y | +13.5% | +66.2% | -52.7% | +5.6% |
| 3Y | +129.4% | +43.5% | +85.9% | +110.7% |
| 5Y | +84.0% | +20.7% | +63.3% | +68.7% |
| 10Y | +14.9% | +541.5% | -526.6% | -8.3% |
| All | +14.9% | +562.8% | -547.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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