+49.7%
INCY vs RUN
+42.2%
+7.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -4.2% | -3.7% | -0.5% | -3.9% |
| 30D | +0.6% | -13.0% | +13.6% | +1.5% |
| 3M | +12.6% | -31.8% | +44.4% | +15.4% |
| 6M | +28.3% | -32.2% | +60.5% | +30.9% |
| YTD | +23.0% | -53.5% | +76.5% | +27.6% |
| 1Y | +41.0% | -46.5% | +87.5% | +43.7% |
| 3Y | +88.6% | -37.6% | +126.2% | +71.9% |
| 5Y | +70.8% | -80.9% | +151.6% | +65.3% |
| All | +49.7% | +42.2% | +7.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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