+88.6%
INCY vs FND
-50.3%
+138.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.9% |
| 3M | +12.6% | -12.0% | +24.6% | +14.3% |
| 6M | +28.3% | -18.5% | +46.8% | +31.0% |
| YTD | +23.0% | -22.3% | +45.2% | +26.0% |
| 1Y | +41.0% | -47.6% | +88.6% | +52.6% |
| 3Y | +88.6% | -49.8% | +138.3% | +94.6% |
| All | +88.6% | -50.3% | +138.9% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling