+6,534.7%
INCY vs RGEN
+1,674.0%
+4,860.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +3.2% | +2.8% | +0.4% | +2.8% |
| 3M | +23.6% | +34.5% | -10.9% | +19.4% |
| 6M | +29.7% | +40.5% | -10.8% | +24.2% |
| YTD | +25.9% | +2.8% | +23.1% | +24.8% |
| 1Y | +43.7% | +39.6% | +4.1% | +37.4% |
| 3Y | +94.4% | +4.4% | +90.0% | +87.3% |
| 5Y | +68.0% | -42.8% | +110.7% | +68.3% |
| 10Y | +52.5% | +406.7% | -354.2% | +19.0% |
| All | +6,534.7% | +1,674.0% | +4,860.7% | +3,124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling