+324.4%
INCY vs FLR
+609.6%
-285.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -0.5% | +0.7% | -1.1% | -0.7% |
| 30D | +3.2% | -0.7% | +3.9% | +3.1% |
| 3M | +23.6% | +14.3% | +9.3% | +18.1% |
| 6M | +29.7% | +25.6% | +4.1% | +19.6% |
| YTD | +25.9% | +42.9% | -16.9% | +12.1% |
| 1Y | +43.7% | +38.7% | +5.0% | +28.0% |
| 3Y | +94.4% | +61.8% | +32.7% | +55.5% |
| 5Y | +68.0% | +254.1% | -186.1% | +1.8% |
| 10Y | +52.5% | +20.0% | +32.5% | -0.2% |
| All | +324.4% | +609.6% | -285.2% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling