+74.8%
INCY vs REPL
+36.8%
+38.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.1% | +1.2% | -0.1% | +1.0% |
| 30D | +8.4% | +92.2% | -83.8% | +5.7% |
| 3M | +0.4% | +44.1% | -43.7% | -1.2% |
| 6M | +22.4% | +313.0% | -290.6% | +11.7% |
| YTD | +22.5% | +125.2% | -102.7% | +11.3% |
| 1Y | +14.8% | +143.8% | -129.0% | +3.8% |
| 3Y | +127.7% | +104.2% | +23.5% | +75.4% |
| 5Y | +84.4% | -34.5% | +118.9% | +54.0% |
| All | +74.8% | +36.8% | +38.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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