+134.9%
INCY vs FWONK
+276.9%
-142.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | +12.6% | +5.7% | +6.9% | +11.1% |
| 6M | +28.3% | +13.5% | +14.9% | +24.2% |
| YTD | +23.0% | -3.0% | +25.9% | +23.1% |
| 1Y | +41.0% | -6.4% | +47.4% | +42.3% |
| 3Y | +88.6% | +43.8% | +44.8% | +69.0% |
| 5Y | +70.8% | +98.6% | -27.8% | +38.3% |
| 10Y | +53.5% | +340.0% | -286.5% | -7.6% |
| All | +134.9% | +276.9% | -142.1% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling