+19.4%
INCY vs RVTY
+74.0%
-54.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.8% |
| 7D | +5.1% | -3.6% | +8.7% | +5.6% |
| 30D | +7.6% | +1.4% | +6.3% | +7.2% |
| 3M | +1.9% | +43.2% | -41.3% | -4.6% |
| 6M | +26.5% | +84.5% | -58.0% | +12.6% |
| YTD | +24.4% | +65.2% | -40.8% | +11.8% |
| 1Y | +19.4% | +74.3% | -54.9% | +4.7% |
| All | +19.4% | +74.0% | -54.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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