+56.1%
INCY vs FTV
+89.3%
-33.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +3.2% | -8.3% | +11.5% | +5.9% |
| 3M | +23.6% | -7.4% | +31.0% | +26.2% |
| 6M | +29.7% | -1.2% | +30.9% | +29.6% |
| YTD | +25.9% | +2.7% | +23.3% | +23.8% |
| 1Y | +43.7% | +18.4% | +25.3% | +34.8% |
| 3Y | +94.4% | -2.0% | +96.5% | +90.5% |
| 5Y | +68.0% | +3.4% | +64.6% | +58.9% |
| 10Y | +52.5% | +78.5% | -26.0% | +19.1% |
| All | +56.1% | +89.3% | -33.3% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling