+99.8%
INCY vs RBA
+32.9%
+66.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +1.9% | -2.9% | +4.8% | +2.3% |
| 30D | +5.8% | -12.3% | +18.1% | +7.4% |
| 3M | +25.2% | -20.5% | +45.7% | +28.2% |
| 6M | +28.2% | -18.5% | +46.8% | +30.7% |
| YTD | +28.3% | -18.2% | +46.6% | +30.5% |
| 1Y | +48.3% | -27.5% | +75.9% | +53.3% |
| All | +99.8% | +32.9% | +66.8% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling