+88.6%
INCY vs FRSH
-46.4%
+135.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -4.2% | -6.6% | +2.4% | -3.5% |
| 30D | +0.6% | +2.1% | -1.5% | +0.2% |
| 3M | +12.6% | +29.0% | -16.3% | +9.2% |
| 6M | +28.3% | +48.6% | -20.3% | +21.8% |
| YTD | +23.0% | -2.9% | +25.9% | +22.9% |
| 1Y | +41.0% | -7.9% | +48.9% | +41.5% |
| 3Y | +88.6% | -46.5% | +135.1% | +83.0% |
| All | +88.6% | -46.4% | +135.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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