+49.7%
INCY vs FLR
+19.7%
+29.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -4.2% | -3.5% | -0.7% | -3.9% |
| 30D | +0.6% | +4.2% | -3.6% | +0.2% |
| 3M | +12.6% | +8.1% | +4.6% | +11.6% |
| 6M | +28.3% | +21.5% | +6.8% | +25.5% |
| YTD | +23.0% | +36.8% | -13.8% | +19.0% |
| 1Y | +41.0% | +31.2% | +9.8% | +36.6% |
| 3Y | +88.6% | +53.9% | +34.7% | +77.2% |
| 5Y | +70.8% | +243.0% | -172.2% | +48.2% |
| All | +49.7% | +19.7% | +29.9% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling