+99.8%
INCY vs REPL
-25.2%
+125.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.0% |
| 7D | +1.9% | -3.0% | +4.9% | +1.9% |
| 30D | +5.8% | +27.1% | -21.3% | +5.5% |
| 3M | +25.2% | +52.4% | -27.2% | +24.4% |
| 6M | +28.2% | +107.4% | -79.2% | +24.1% |
| YTD | +28.3% | +54.7% | -26.4% | +25.0% |
| 1Y | +48.3% | +158.9% | -110.5% | +40.8% |
| All | +99.8% | -25.2% | +125.0% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling