+41.0%
INCY vs RPRX
+65.1%
-24.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.3% |
| 7D | -4.2% | -8.4% | +4.2% | +1.2% |
| 30D | +0.6% | -0.6% | +1.2% | +0.9% |
| 3M | +12.6% | +6.4% | +6.2% | +8.3% |
| 6M | +28.3% | +26.6% | +1.7% | +11.1% |
| YTD | +23.0% | +53.8% | -30.8% | -4.7% |
| 1Y | +41.0% | +62.8% | -21.8% | +5.9% |
| All | +41.0% | +65.1% | -24.1% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling