+59.2%
INCY vs RL
+297.6%
-238.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.8% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +3.7% | -17.5% | +21.2% | +6.6% |
| 3M | +22.1% | -14.0% | +36.1% | +24.5% |
| 6M | +29.8% | -2.0% | +31.7% | +29.4% |
| YTD | +27.6% | -4.6% | +32.2% | +27.6% |
| 1Y | +47.2% | +9.5% | +37.7% | +44.0% |
| 3Y | +97.0% | +200.5% | -103.5% | +64.2% |
| 5Y | +73.4% | +226.3% | -152.9% | +40.1% |
| 10Y | +59.2% | +304.8% | -245.5% | +26.8% |
| All | +59.2% | +297.6% | -238.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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