+67.7%
INCY vs IFF
-35.8%
+103.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -4.2% | -3.2% | -1.0% | -3.6% |
| 30D | +0.6% | -0.3% | +0.9% | +0.6% |
| 3M | +12.6% | +8.4% | +4.2% | +10.9% |
| 6M | +28.3% | +23.0% | +5.3% | +23.3% |
| YTD | +23.0% | +25.5% | -2.5% | +17.8% |
| 1Y | +41.0% | +29.1% | +11.9% | +34.2% |
| 3Y | +88.6% | +31.7% | +56.9% | +74.9% |
| All | +67.7% | -35.8% | +103.5% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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