+119.3%
INCY vs RACE
+28.1%
+91.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | -0.6% | +5.1% | -5.7% | -1.1% |
| 30D | +5.5% | +7.7% | -2.2% | +4.7% |
| 3M | +1.1% | +2.2% | -1.1% | +0.8% |
| 6M | +19.8% | +23.8% | -3.9% | +17.0% |
| YTD | +21.1% | +13.9% | +7.2% | +19.3% |
| 1Y | +13.7% | +3.8% | +10.0% | +13.3% |
| 3Y | +119.3% | +28.0% | +91.2% | +112.5% |
| All | +119.3% | +28.1% | +91.1% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling