+48.3%
INCY vs RJF
+7.8%
+40.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | +5.8% | -1.3% | +7.1% | +6.1% |
| 3M | +25.2% | +18.9% | +6.3% | +18.1% |
| 6M | +28.2% | +15.0% | +13.2% | +21.9% |
| YTD | +28.3% | +12.2% | +16.1% | +26.4% |
| 1Y | +48.3% | +5.6% | +42.7% | +45.8% |
| All | +48.3% | +7.8% | +40.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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