+49.7%
INCY vs FTV
+80.7%
-31.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -4.2% | -4.0% | -0.2% | -3.0% |
| 30D | +0.6% | -11.0% | +11.6% | +4.2% |
| 3M | +12.6% | -8.4% | +21.1% | +15.5% |
| 6M | +28.3% | -2.6% | +30.9% | +28.8% |
| YTD | +23.0% | -0.6% | +23.6% | +22.0% |
| 1Y | +41.0% | +11.0% | +30.0% | +34.8% |
| 3Y | +88.6% | -6.3% | +94.9% | +87.3% |
| 5Y | +70.8% | -1.5% | +72.3% | +64.0% |
| All | +49.7% | +80.7% | -31.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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