+94.4%
INCY vs RL
+211.8%
-117.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.7% |
| 7D | -0.5% | +1.9% | -2.4% | -0.8% |
| 30D | +3.2% | -12.2% | +15.4% | +5.4% |
| 3M | +23.6% | -6.6% | +30.3% | +24.6% |
| 6M | +29.7% | +3.2% | +26.5% | +27.9% |
| YTD | +25.9% | -1.3% | +27.2% | +25.0% |
| 1Y | +43.7% | +13.6% | +30.1% | +38.8% |
| 3Y | +94.4% | +210.9% | -116.4% | +55.7% |
| All | +94.4% | +211.8% | -117.4% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling