+127.7%
INCY vs RCAT
+331.8%
-204.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.5% |
| 7D | +1.1% | -5.9% | +7.0% | +1.2% |
| 30D | +8.4% | -19.7% | +28.1% | +8.8% |
| 3M | +0.4% | -62.9% | +63.2% | +2.2% |
| 6M | +22.4% | -59.6% | +82.0% | +23.8% |
| YTD | +22.5% | -52.1% | +74.6% | +22.4% |
| 1Y | +14.8% | -50.9% | +65.7% | +14.4% |
| 3Y | +127.7% | +333.8% | -206.1% | +127.4% |
| All | +127.7% | +331.8% | -204.1% | +127.4% |
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