+59.2%
INCY vs RACE
+783.2%
-723.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -2.2% | -2.6% | +0.4% | -1.5% |
| 30D | +3.7% | -1.1% | +4.8% | +3.9% |
| 3M | +22.1% | +12.5% | +9.5% | +17.8% |
| 6M | +29.8% | +17.4% | +12.3% | +23.3% |
| YTD | +27.6% | +10.1% | +17.5% | +22.8% |
| 1Y | +47.2% | -15.1% | +62.4% | +51.8% |
| 3Y | +97.0% | +38.9% | +58.0% | +68.2% |
| 5Y | +73.4% | +90.7% | -17.3% | +28.6% |
| 10Y | +59.2% | +801.8% | -742.6% | -36.6% |
| All | +59.2% | +783.2% | -723.9% | -36.6% |
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