+689.2%
INCY vs RCAT
-100.0%
+789.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +5.8% | -3.3% | +9.2% | +5.8% |
| 3M | +25.2% | -43.2% | +68.4% | +25.3% |
| 6M | +28.2% | -43.2% | +71.4% | +28.3% |
| YTD | +28.3% | +5.5% | +22.8% | +28.2% |
| 1Y | +48.3% | -1.6% | +50.0% | +48.2% |
| 3Y | +95.9% | +773.7% | -677.8% | +94.7% |
| 5Y | +66.6% | +187.6% | -121.0% | +65.6% |
| 10Y | +54.5% | -98.5% | +153.0% | +51.4% |
| All | +689.2% | -100.0% | +789.2% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling