+15.3%
INCY vs RVTY
+211.6%
-196.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +8.4% | +1.5% | +6.9% | +7.5% |
| 3M | +0.4% | +31.5% | -31.1% | -8.9% |
| 6M | +22.4% | +62.7% | -40.3% | +3.1% |
| YTD | +22.5% | +60.0% | -37.5% | +2.5% |
| 1Y | +14.8% | +65.7% | -50.9% | -5.3% |
| 3Y | +127.7% | +85.2% | +42.5% | +75.3% |
| 5Y | +84.4% | -14.9% | +99.3% | +83.4% |
| All | +15.3% | +211.6% | -196.3% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling