+91.4%
INCY vs FLR
+52.3%
+39.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -2.0% |
| 7D | -3.7% | -6.9% | +3.2% | -3.2% |
| 30D | +1.8% | +1.1% | +0.7% | +1.7% |
| 3M | +17.0% | +14.3% | +2.6% | +15.5% |
| 6M | +28.4% | +19.1% | +9.3% | +25.9% |
| YTD | +24.8% | +35.1% | -10.3% | +21.3% |
| 1Y | +42.9% | +29.5% | +13.5% | +39.1% |
| All | +91.4% | +52.3% | +39.1% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling