+73.4%
INCY vs RCAT
+184.3%
-110.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.4% |
| 7D | -2.2% | -2.3% | +0.1% | -2.2% |
| 30D | +3.7% | -18.7% | +22.4% | +4.1% |
| 3M | +22.1% | -29.3% | +51.3% | +22.7% |
| 6M | +29.8% | -42.3% | +72.1% | +30.5% |
| YTD | +27.6% | +2.5% | +25.1% | +25.9% |
| 1Y | +47.2% | -5.7% | +52.9% | +44.7% |
| 3Y | +97.0% | +764.9% | -667.9% | +83.8% |
| 5Y | +73.4% | +182.3% | -108.9% | +63.6% |
| All | +73.4% | +184.3% | -110.9% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling