+47.2%
INCY vs FIVE
+64.7%
-17.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +26.6% |
| YTD | +27.6% | +31.2% | -3.6% | +20.7% |
| 1Y | +47.2% | +72.9% | -25.7% | +32.9% |
| All | +47.2% | +64.7% | -17.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling