+15.3%
INCY vs RRC
+73.1%
-57.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.1% | +6.4% | -5.3% | +0.6% |
| 30D | +8.4% | +23.9% | -15.5% | +6.3% |
| 3M | +0.4% | +30.2% | -29.8% | -2.1% |
| 6M | +22.4% | +26.3% | -3.8% | +19.6% |
| YTD | +22.5% | +48.1% | -25.6% | +17.7% |
| 1Y | +14.8% | +37.7% | -22.9% | +10.9% |
| 3Y | +127.7% | +60.3% | +67.4% | +115.3% |
| 5Y | +84.4% | +135.3% | -50.9% | +64.7% |
| All | +15.3% | +73.1% | -57.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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