+0.2%
INCY vs FND
+58.4%
-58.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +3.2% | -23.6% | +26.7% | +7.5% |
| 3M | +23.6% | +4.3% | +19.3% | +22.2% |
| 6M | +29.7% | -20.3% | +49.9% | +33.1% |
| YTD | +25.9% | -21.3% | +47.2% | +29.2% |
| 1Y | +43.7% | -45.4% | +89.1% | +55.5% |
| 3Y | +94.4% | -48.9% | +143.3% | +107.1% |
| 5Y | +68.0% | -61.0% | +129.0% | +80.0% |
| All | +0.2% | +58.4% | -58.2% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling