+94.4%
INCY vs RCAT
+796.4%
-702.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -1.9% |
| 7D | -0.5% | +5.4% | -5.9% | -0.6% |
| 30D | +3.2% | -5.6% | +8.8% | +3.2% |
| 3M | +23.6% | -30.2% | +53.8% | +24.3% |
| 6M | +29.7% | -43.4% | +73.1% | +30.5% |
| YTD | +25.9% | +9.6% | +16.3% | +23.9% |
| 1Y | +43.7% | -2.0% | +45.7% | +40.8% |
| 3Y | +94.4% | +825.0% | -730.6% | +89.9% |
| All | +94.4% | +796.4% | -702.0% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling