+68.0%
INCY vs FIVE
+38.7%
+29.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -0.5% | +3.7% | -4.2% | -0.9% |
| 30D | +3.2% | +4.0% | -0.8% | +2.6% |
| 3M | +23.6% | +36.2% | -12.6% | +18.9% |
| 6M | +29.7% | +18.0% | +11.6% | +26.3% |
| YTD | +25.9% | +34.9% | -8.9% | +20.7% |
| 1Y | +43.7% | +67.9% | -24.2% | +33.9% |
| 3Y | +94.4% | +57.3% | +37.1% | +78.6% |
| 5Y | +68.0% | +39.5% | +28.4% | +53.3% |
| All | +68.0% | +38.7% | +29.3% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling