+73.4%
INCY vs RVTY
-34.2%
+107.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | -2.2% | -5.4% | +3.2% | -0.8% |
| 30D | +3.7% | +6.7% | -3.1% | +1.9% |
| 3M | +22.1% | +19.0% | +3.1% | +16.3% |
| 6M | +29.8% | +34.6% | -4.9% | +19.2% |
| YTD | +27.6% | +28.3% | -0.7% | +18.1% |
| 1Y | +47.2% | +46.0% | +1.2% | +30.9% |
| 3Y | +97.0% | +16.9% | +80.1% | +82.5% |
| 5Y | +73.4% | -32.9% | +106.3% | +78.2% |
| All | +73.4% | -34.2% | +107.6% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling