+68.0%
INCY vs RBA
+44.6%
+23.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | +3.2% | -13.2% | +16.4% | +5.0% |
| 3M | +23.6% | -21.4% | +45.0% | +27.1% |
| 6M | +29.7% | -20.9% | +50.5% | +33.1% |
| YTD | +25.9% | -19.9% | +45.8% | +28.7% |
| 1Y | +43.7% | -28.7% | +72.4% | +49.2% |
| 3Y | +94.4% | +27.4% | +67.0% | +86.6% |
| 5Y | +68.0% | +41.7% | +26.2% | +66.0% |
| All | +68.0% | +44.6% | +23.4% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling