+6,620.5%
INCY vs RRX
+2,494.7%
+4,125.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.3% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | +3.7% | -8.0% | +11.6% | +7.1% |
| 3M | +22.1% | -25.1% | +47.1% | +33.5% |
| 6M | +29.8% | -18.3% | +48.0% | +34.1% |
| YTD | +27.6% | +14.2% | +13.4% | +12.8% |
| 1Y | +47.2% | +13.0% | +34.2% | +28.9% |
| 3Y | +97.0% | +4.2% | +92.8% | +62.9% |
| 5Y | +73.4% | +17.9% | +55.5% | +25.7% |
| 10Y | +59.2% | +220.4% | -161.2% | -39.7% |
| All | +6,620.5% | +2,494.7% | +4,125.8% | +1,169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling