+15.3%
INCY vs RACE
+729.2%
-713.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +1.1% | -1.2% | +2.3% | +1.4% |
| 30D | +8.4% | +6.1% | +2.3% | +6.7% |
| 3M | +0.4% | -0.3% | +0.7% | +0.3% |
| 6M | +22.4% | +23.4% | -1.0% | +15.1% |
| YTD | +22.5% | +12.5% | +9.9% | +17.2% |
| 1Y | +14.8% | -0.5% | +15.2% | +13.7% |
| 3Y | +127.7% | +23.6% | +104.1% | +103.4% |
| 5Y | +84.4% | +65.4% | +18.9% | +45.6% |
| All | +15.3% | +729.2% | -713.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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