+99.8%
INCY vs FIVE
+56.0%
+43.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.5% |
| 7D | +1.9% | +4.3% | -2.3% | +1.5% |
| 30D | +5.8% | +12.5% | -6.7% | +4.5% |
| 3M | +25.2% | +31.2% | -6.0% | +21.7% |
| 6M | +28.2% | +14.4% | +13.8% | +25.9% |
| YTD | +28.3% | +33.9% | -5.6% | +24.0% |
| 1Y | +48.3% | +65.1% | -16.7% | +40.3% |
| All | +99.8% | +56.0% | +43.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling