+59.2%
INCY vs FIVE
+486.0%
-426.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | +3.7% | +5.0% | -1.3% | +2.9% |
| 3M | +22.1% | +29.5% | -7.4% | +17.8% |
| 6M | +29.8% | +12.4% | +17.4% | +27.0% |
| YTD | +27.6% | +31.2% | -3.6% | +22.3% |
| 1Y | +47.2% | +72.9% | -25.7% | +35.8% |
| 3Y | +97.0% | +53.0% | +43.9% | +78.8% |
| 5Y | +73.4% | +34.2% | +39.2% | +56.2% |
| 10Y | +59.2% | +497.6% | -438.4% | +17.6% |
| All | +59.2% | +486.0% | -426.8% | +17.6% |
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