+82.1%
INCY vs REPL
-9.7%
+91.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -2.2% | -9.6% | +7.4% | -1.8% |
| 30D | +3.7% | +5.7% | -2.0% | +3.4% |
| 3M | +22.1% | +56.4% | -34.3% | +17.9% |
| 6M | +29.8% | +67.4% | -37.7% | +19.6% |
| YTD | +27.6% | +48.7% | -21.1% | +18.0% |
| 1Y | +47.2% | +148.3% | -101.1% | +28.0% |
| 3Y | +97.0% | -26.7% | +123.6% | +64.0% |
| 5Y | +73.4% | -54.1% | +127.5% | +46.2% |
| All | +82.1% | -9.7% | +91.8% | +26.1% |
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