+67.7%
INCY vs FIVN
-82.2%
+149.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.8% | -1.6% |
| 7D | -4.2% | -7.8% | +3.7% | -3.3% |
| 30D | +0.6% | -1.7% | +2.3% | +0.6% |
| 3M | +12.6% | +47.2% | -34.5% | +7.5% |
| 6M | +28.3% | +82.7% | -54.4% | +18.3% |
| YTD | +23.0% | +52.9% | -29.9% | +15.2% |
| 1Y | +41.0% | +17.5% | +23.5% | +35.9% |
| 3Y | +88.6% | -55.8% | +144.4% | +97.6% |
| All | +67.7% | -82.2% | +149.8% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling