+49.7%
INCY vs RNG
+222.9%
-173.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -4.2% | -6.1% | +1.9% | -3.4% |
| 30D | +0.6% | +9.6% | -9.0% | -0.6% |
| 3M | +12.6% | +83.3% | -70.7% | +4.1% |
| 6M | +28.3% | +77.9% | -49.6% | +18.0% |
| YTD | +23.0% | +139.9% | -116.9% | +7.6% |
| 1Y | +41.0% | +121.7% | -80.7% | +24.2% |
| 3Y | +88.6% | +121.9% | -33.3% | +61.7% |
| 5Y | +70.8% | -68.4% | +139.2% | +85.0% |
| All | +49.7% | +222.9% | -173.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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