+658.1%
INCY vs RL
+1,366.2%
-708.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +5.8% | -7.8% | +13.6% | +8.3% |
| 3M | +25.2% | -4.0% | +29.2% | +26.1% |
| 6M | +28.2% | -1.9% | +30.1% | +27.2% |
| YTD | +28.3% | -0.2% | +28.5% | +26.2% |
| 1Y | +48.3% | +10.7% | +37.7% | +40.6% |
| 3Y | +95.9% | +210.8% | -114.8% | +27.0% |
| 5Y | +66.6% | +238.2% | -171.7% | -0.4% |
| 10Y | +54.5% | +313.4% | -258.8% | -26.7% |
| All | +658.1% | +1,366.2% | -708.0% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling