+12.4%
INCY vs RL
+17.3%
-4.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | +3.1% | +2.4% | +0.8% | +2.7% |
| 30D | +12.0% | +4.6% | +7.5% | +11.5% |
| 3M | +0.8% | -1.1% | +1.9% | +1.2% |
| 6M | +22.8% | +16.5% | +6.2% | +19.2% |
| YTD | +23.2% | +11.4% | +11.8% | +18.9% |
| 1Y | +12.4% | +16.1% | -3.7% | +4.9% |
| All | +12.4% | +17.3% | -4.8% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling