+18.3%
INCY vs RACE
+647.6%
-629.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +1.9% | -2.5% | +4.4% | +2.6% |
| 30D | +5.8% | +0.8% | +5.0% | +5.5% |
| 3M | +25.2% | +17.2% | +8.0% | +19.4% |
| 6M | +28.2% | +13.6% | +14.6% | +22.8% |
| YTD | +28.3% | +12.2% | +16.1% | +22.7% |
| 1Y | +48.3% | -16.3% | +64.6% | +53.7% |
| 3Y | +95.9% | +36.4% | +59.5% | +68.5% |
| 5Y | +66.6% | +95.0% | -28.4% | +22.9% |
| 10Y | +54.5% | +813.2% | -758.7% | -36.6% |
| All | +18.3% | +647.6% | -629.3% | -57.3% |
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