+76.7%
INCY vs REPL
+36.1%
+40.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.1% | +1.9% |
| 7D | -0.5% | +5.3% | -5.7% | -0.7% |
| 30D | +9.8% | +66.6% | -56.8% | +7.6% |
| 3M | +1.0% | +59.6% | -58.6% | -1.0% |
| 6M | +21.9% | +482.4% | -460.5% | +9.0% |
| YTD | +23.8% | +124.1% | -100.3% | +12.6% |
| 1Y | +13.0% | +138.6% | -125.5% | +2.4% |
| 3Y | +133.2% | +96.0% | +37.1% | +80.3% |
| 5Y | +87.8% | -35.4% | +123.2% | +57.0% |
| All | +76.7% | +36.1% | +40.6% | +20.3% |
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