+49.7%
INCY vs FWONK
+340.2%
-290.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +0.6% | -7.7% | +8.3% | +2.3% |
| 3M | +12.6% | +5.7% | +6.9% | +11.2% |
| 6M | +28.3% | +13.5% | +14.9% | +24.6% |
| YTD | +23.0% | -3.0% | +25.9% | +23.2% |
| 1Y | +41.0% | -6.4% | +47.4% | +42.2% |
| 3Y | +88.6% | +43.8% | +44.8% | +70.9% |
| 5Y | +70.8% | +98.6% | -27.8% | +41.3% |
| All | +49.7% | +340.2% | -290.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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