+84.0%
INCY vs REPL
-29.4%
+113.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.6% | -5.9% | -1.4% |
| 7D | +2.3% | +12.7% | -10.4% | +2.1% |
| 30D | +6.7% | +73.5% | -66.8% | +5.4% |
| 3M | -1.0% | +70.3% | -71.3% | -2.2% |
| 6M | +22.1% | +472.0% | -449.9% | +14.5% |
| YTD | +21.8% | +139.5% | -117.7% | +15.3% |
| 1Y | +13.5% | +167.3% | -153.8% | +6.9% |
| 3Y | +129.4% | +109.5% | +19.9% | +89.4% |
| 5Y | +84.0% | -29.9% | +113.9% | +56.7% |
| All | +84.0% | -29.4% | +113.4% | +56.7% |
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