+41.0%
INCY vs RRX
+15.2%
+25.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.6% |
| 7D | -4.2% | -0.3% | -3.8% | -4.2% |
| 30D | +0.6% | -6.1% | +6.7% | +0.8% |
| 3M | +12.6% | -23.1% | +35.7% | +13.4% |
| 6M | +28.3% | -19.5% | +47.9% | +27.5% |
| YTD | +23.0% | +16.1% | +6.9% | +18.4% |
| 1Y | +41.0% | +12.9% | +28.0% | +35.3% |
| All | +41.0% | +15.2% | +25.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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