+73.3%
INCY vs RUN
-81.3%
+154.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -2.1% |
| 7D | -3.7% | -3.4% | -0.3% | -3.6% |
| 30D | +1.8% | -14.0% | +15.8% | +2.5% |
| 3M | +17.0% | -27.5% | +44.5% | +18.4% |
| 6M | +28.4% | -29.0% | +57.4% | +29.7% |
| YTD | +24.8% | -53.1% | +77.9% | +27.6% |
| 1Y | +42.9% | -46.7% | +89.7% | +44.6% |
| 3Y | +92.7% | -38.3% | +131.0% | +80.4% |
| 5Y | +73.3% | -80.7% | +154.0% | +68.6% |
| All | +73.3% | -81.3% | +154.6% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling