+41.0%
INCY vs RGEN
+38.7%
+2.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.7% |
| 6M | +28.3% | +38.5% | -10.2% | +17.8% |
| YTD | +23.0% | +0.8% | +22.2% | +21.8% |
| 1Y | +41.0% | +38.2% | +2.8% | +29.7% |
| All | +41.0% | +38.7% | +2.3% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling