+49.7%
INCY vs RGEN
+415.7%
-366.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | -1.4% | -2.7% | -3.9% |
| 30D | +0.6% | -0.3% | +0.9% | +0.5% |
| 3M | +12.6% | +23.9% | -11.2% | +7.1% |
| 6M | +28.3% | +38.5% | -10.2% | +18.4% |
| YTD | +23.0% | +0.8% | +22.2% | +21.2% |
| 1Y | +41.0% | +38.2% | +2.8% | +29.4% |
| 3Y | +88.6% | +1.3% | +87.3% | +75.2% |
| 5Y | +70.8% | -44.0% | +114.8% | +74.4% |
| All | +49.7% | +415.7% | -366.0% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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