+86.4%
INCY vs RBA
+47.9%
+38.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.6% |
| 7D | +1.5% | +2.5% | -1.0% | +1.2% |
| 30D | +8.1% | +11.6% | -3.5% | +6.5% |
| 3M | +1.1% | +1.5% | -0.4% | +0.8% |
| 6M | +23.7% | -6.6% | +30.3% | +24.3% |
| YTD | +23.4% | -6.3% | +29.7% | +23.6% |
| 1Y | +15.0% | -4.0% | +19.0% | +14.7% |
| 3Y | +132.1% | +47.3% | +84.8% | +117.5% |
| All | +86.4% | +47.9% | +38.5% | +77.7% |
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