+68.0%
INCY vs REPL
-53.9%
+121.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -0.5% | -5.7% | +5.3% | -0.4% |
| 30D | +3.2% | +22.5% | -19.3% | +2.7% |
| 3M | +23.6% | +64.7% | -41.1% | +21.3% |
| 6M | +29.7% | +83.0% | -53.4% | +23.2% |
| YTD | +25.9% | +52.0% | -26.0% | +20.3% |
| 1Y | +43.7% | +144.5% | -100.8% | +32.0% |
| 3Y | +94.4% | -25.1% | +119.5% | +73.1% |
| 5Y | +68.0% | -52.9% | +120.8% | +41.4% |
| All | +68.0% | -53.9% | +121.9% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling