+13.8%
INCY vs RACE
+663.9%
-650.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.5% | +3.9% | -2.4% | +0.5% |
| 30D | +8.1% | +7.4% | +0.6% | +5.9% |
| 3M | +1.1% | +1.6% | -0.5% | +0.5% |
| 6M | +23.7% | +23.3% | +0.4% | +15.9% |
| YTD | +23.4% | +14.7% | +8.7% | +17.2% |
| 1Y | +15.0% | +2.5% | +12.5% | +12.8% |
| 3Y | +132.1% | +28.0% | +104.1% | +104.4% |
| 5Y | +83.2% | +69.8% | +13.4% | +42.8% |
| 10Y | +17.1% | +734.9% | -717.8% | -50.4% |
| All | +13.8% | +663.9% | -650.2% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling