+12.1%
INCY vs RUN
-29.4%
+41.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.1% |
| 7D | -0.5% | +10.2% | -10.6% | -1.2% |
| 30D | +3.2% | -9.6% | +12.8% | +3.9% |
| 3M | +23.6% | -31.5% | +55.1% | +26.7% |
| 6M | +29.7% | -18.7% | +48.4% | +30.5% |
| YTD | +25.9% | -49.9% | +75.8% | +30.2% |
| 1Y | +43.7% | -45.5% | +89.2% | +46.5% |
| 3Y | +94.4% | -34.1% | +128.5% | +76.2% |
| 5Y | +68.0% | -79.4% | +147.4% | +61.3% |
| 10Y | +52.5% | +48.9% | +3.6% | +4.0% |
| All | +12.1% | -29.4% | +41.5% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling