+77.2%
INCY vs FRSH
-72.6%
+149.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -3.7% | -11.2% | +7.5% | -2.6% |
| 30D | +1.8% | -0.8% | +2.7% | +1.8% |
| 3M | +17.0% | +26.4% | -9.4% | +14.0% |
| 6M | +28.4% | +48.4% | -20.0% | +22.6% |
| YTD | +24.8% | -3.1% | +27.9% | +24.1% |
| 1Y | +42.9% | -8.7% | +51.6% | +42.8% |
| 3Y | +92.7% | -45.8% | +138.5% | +98.4% |
| All | +77.2% | -72.6% | +149.7% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling