+49.7%
INCY vs RCAT
-98.5%
+148.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -4.2% | -4.9% | +0.7% | -4.1% |
| 30D | +0.6% | -22.9% | +23.4% | +0.7% |
| 3M | +12.6% | -33.7% | +46.4% | +12.8% |
| 6M | +28.3% | -50.7% | +79.1% | +28.6% |
| YTD | +23.0% | +0.4% | +22.6% | +22.7% |
| 1Y | +41.0% | -27.6% | +68.6% | +40.8% |
| 3Y | +88.6% | +753.2% | -664.6% | +85.7% |
| 5Y | +70.8% | +183.3% | -112.5% | +68.4% |
| All | +49.7% | -98.5% | +148.2% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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