+19.4%
INCY vs FLR
+2.5%
+16.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.5% |
| 7D | +5.1% | +1.4% | +3.8% | +5.0% |
| 30D | +7.6% | -5.9% | +13.6% | +8.1% |
| 3M | +1.9% | -7.6% | +9.5% | +2.2% |
| 6M | +26.5% | -9.3% | +35.8% | +27.3% |
| YTD | +24.4% | +20.1% | +4.2% | +16.3% |
| 1Y | +19.4% | +3.0% | +16.4% | +14.7% |
| All | +19.4% | +2.5% | +16.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling