+27.2%
INCY vs RPRX
+52.7%
-25.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -4.2% | -8.4% | +4.2% | -1.1% |
| 30D | +0.6% | -0.6% | +1.2% | +0.8% |
| 3M | +12.6% | +6.4% | +6.2% | +10.2% |
| 6M | +28.3% | +26.6% | +1.7% | +18.1% |
| YTD | +23.0% | +53.8% | -30.8% | +5.8% |
| 1Y | +41.0% | +62.8% | -21.8% | +18.9% |
| 3Y | +88.6% | +118.0% | -29.4% | +42.5% |
| 5Y | +70.8% | +71.2% | -0.4% | +40.0% |
| All | +27.2% | +52.7% | -25.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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