-2.2%
INCY vs FND
+56.5%
-58.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -4.2% | -5.8% | +1.6% | -3.3% |
| 30D | +0.6% | -20.2% | +20.8% | +4.1% |
| 3M | +12.6% | -12.0% | +24.6% | +14.4% |
| 6M | +28.3% | -18.5% | +46.8% | +31.3% |
| YTD | +23.0% | -22.3% | +45.2% | +26.4% |
| 1Y | +41.0% | -47.6% | +88.6% | +53.6% |
| 3Y | +88.6% | -49.8% | +138.3% | +101.4% |
| 5Y | +70.8% | -63.0% | +133.8% | +84.6% |
| All | -2.2% | +56.5% | -58.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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