+12.3%
INCY vs RACE
+658.1%
-645.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +6.7% | +6.6% | 0.0% | +4.8% |
| 3M | -1.0% | +2.2% | -3.2% | -1.8% |
| 6M | +22.1% | +22.4% | -0.3% | +14.6% |
| YTD | +21.8% | +13.8% | +8.0% | +15.9% |
| 1Y | +13.5% | +2.2% | +11.3% | +11.4% |
| 3Y | +129.4% | +25.6% | +103.8% | +103.2% |
| 5Y | +84.0% | +71.0% | +13.0% | +43.0% |
| 10Y | +14.9% | +739.1% | -724.2% | -51.4% |
| All | +12.3% | +658.1% | -645.9% | -59.7% |
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