+91.4%
INCY vs FIVN
-55.8%
+147.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -3.7% | -11.3% | +7.6% | -2.6% |
| 30D | +1.8% | -7.3% | +9.1% | +2.4% |
| 3M | +17.0% | +41.7% | -24.7% | +12.5% |
| 6M | +28.4% | +78.3% | -49.9% | +19.4% |
| YTD | +24.8% | +50.9% | -26.1% | +17.8% |
| 1Y | +42.9% | +19.7% | +23.3% | +38.5% |
| All | +91.4% | -55.8% | +147.2% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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