+97.7%
INCY vs USFR
+27.6%
+70.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | +3.2% | +0.3% | +2.9% | +3.1% |
| 3M | +23.6% | +1.0% | +22.6% | +23.3% |
| 6M | +29.7% | +1.9% | +27.7% | +29.0% |
| YTD | +25.9% | +2.7% | +23.3% | +25.1% |
| 1Y | +43.7% | +4.0% | +39.7% | +42.3% |
| 3Y | +94.4% | +14.0% | +80.4% | +88.1% |
| 5Y | +68.0% | +20.4% | +47.6% | +60.2% |
| 10Y | +52.5% | +28.1% | +24.5% | +43.7% |
| All | +97.7% | +27.6% | +70.1% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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