+146.3%
INCY vs FIVN
+292.8%
-146.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | -1.0% |
| 7D | -0.5% | -8.2% | +7.7% | +0.7% |
| 30D | +3.2% | -8.1% | +11.3% | +4.2% |
| 3M | +23.6% | +34.9% | -11.3% | +17.5% |
| 6M | +29.7% | +72.6% | -43.0% | +17.5% |
| YTD | +25.9% | +55.8% | -29.8% | +15.2% |
| 1Y | +43.7% | +17.1% | +26.6% | +36.5% |
| 3Y | +94.4% | -54.3% | +148.8% | +105.8% |
| 5Y | +68.0% | -81.6% | +149.5% | +96.6% |
| 10Y | +52.5% | +109.2% | -56.7% | +16.9% |
| All | +146.3% | +292.8% | -146.5% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling