+127.7%
INCY vs RL
+250.5%
-122.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | +8.4% | +2.9% | +5.5% | +7.9% |
| 3M | +0.4% | 0.0% | +0.4% | +0.3% |
| 6M | +22.4% | +17.1% | +5.3% | +18.3% |
| YTD | +22.5% | +10.1% | +12.4% | +19.2% |
| 1Y | +14.8% | +17.3% | -2.6% | +10.4% |
| 3Y | +127.7% | +249.3% | -121.6% | +74.9% |
| All | +127.7% | +250.5% | -122.8% | +74.9% |
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 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