+15.3%
INCY vs RBA
+207.2%
-191.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +1.1% | +1.7% | -0.6% | +0.7% |
| 30D | +8.4% | +8.3% | +0.1% | +6.6% |
| 3M | +0.4% | +10.5% | -10.2% | -1.9% |
| 6M | +22.4% | -5.9% | +28.3% | +23.0% |
| YTD | +22.5% | -6.9% | +29.3% | +22.8% |
| 1Y | +14.8% | -4.9% | +19.6% | +14.5% |
| 3Y | +127.7% | +64.5% | +63.3% | +98.7% |
| 5Y | +84.4% | +46.1% | +38.3% | +61.5% |
| All | +15.3% | +207.2% | -191.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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