+6,534.7%
INCY vs RJF
+12,359.8%
-5,825.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -0.5% | +1.8% | -2.2% | -1.3% |
| 30D | +3.2% | 0.0% | +3.2% | +3.0% |
| 3M | +23.6% | +18.0% | +5.6% | +14.0% |
| 6M | +29.7% | +17.0% | +12.7% | +19.7% |
| YTD | +25.9% | +11.1% | +14.8% | +19.0% |
| 1Y | +43.7% | +8.0% | +35.8% | +37.0% |
| 3Y | +94.4% | +73.3% | +21.2% | +44.4% |
| 5Y | +68.0% | +107.4% | -39.4% | +9.5% |
| 10Y | +52.5% | +428.5% | -376.0% | -44.7% |
| All | +6,534.7% | +12,359.8% | -5,825.2% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling