+30.2%
INCY vs RPRX
+57.8%
-27.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | +0.1% |
| 7D | -0.5% | -2.8% | +2.3% | +0.5% |
| 30D | +3.2% | +7.2% | -4.0% | +0.6% |
| 3M | +23.6% | +10.9% | +12.7% | +19.1% |
| 6M | +29.7% | +34.6% | -4.9% | +16.7% |
| YTD | +25.9% | +59.0% | -33.0% | +7.1% |
| 1Y | +43.7% | +72.5% | -28.8% | +18.7% |
| 3Y | +94.4% | +124.1% | -29.7% | +45.4% |
| 5Y | +68.0% | +75.9% | -8.0% | +36.2% |
| All | +30.2% | +57.8% | -27.6% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling