+49.7%
INCY vs RJF
+429.3%
-379.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -4.2% | -2.7% | -1.5% | -3.4% |
| 30D | +0.6% | -4.3% | +4.8% | +1.7% |
| 3M | +12.6% | +15.7% | -3.1% | +7.9% |
| 6M | +28.3% | +17.8% | +10.5% | +22.1% |
| YTD | +23.0% | +9.2% | +13.8% | +19.6% |
| 1Y | +41.0% | +2.8% | +38.2% | +39.1% |
| 3Y | +88.6% | +69.5% | +19.1% | +59.8% |
| 5Y | +70.8% | +105.9% | -35.1% | +33.6% |
| All | +49.7% | +429.3% | -379.6% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling