+231.1%
INCY vs RNG
+309.1%
-78.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +3.2% | +11.4% | -8.2% | +1.4% |
| 3M | +23.6% | +72.1% | -48.5% | +12.9% |
| 6M | +29.7% | +67.9% | -38.3% | +17.8% |
| YTD | +25.9% | +144.3% | -118.4% | +6.2% |
| 1Y | +43.7% | +117.5% | -73.8% | +22.9% |
| 3Y | +94.4% | +123.9% | -29.4% | +59.8% |
| 5Y | +68.0% | -70.1% | +138.1% | +87.4% |
| 10Y | +52.5% | +215.9% | -163.3% | -22.1% |
| All | +231.1% | +309.1% | -78.0% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling