+77.2%
INCY vs FTV
-0.7%
+77.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | +3.7% | -9.5% | +13.2% | +6.3% |
| 3M | +22.1% | -10.9% | +33.0% | +25.5% |
| 6M | +29.8% | -0.6% | +30.4% | +29.5% |
| YTD | +27.6% | +1.4% | +26.2% | +26.0% |
| 1Y | +47.2% | +17.6% | +29.6% | +39.3% |
| 3Y | +97.0% | -3.3% | +100.2% | +93.0% |
| All | +77.2% | -0.7% | +77.8% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling