+6,660.0%
INCY vs RVTY
+2,142.8%
+4,517.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | +5.8% | +13.2% | -7.4% | -0.2% |
| 3M | +25.2% | +27.2% | -2.1% | +11.1% |
| 6M | +28.2% | +32.4% | -4.2% | +10.5% |
| YTD | +28.3% | +34.9% | -6.5% | +8.7% |
| 1Y | +48.3% | +52.4% | -4.0% | +17.7% |
| 3Y | +95.9% | +12.3% | +83.7% | +70.5% |
| 5Y | +66.6% | -30.8% | +97.4% | +74.8% |
| 10Y | +54.5% | +150.7% | -96.1% | -19.3% |
| All | +6,660.0% | +2,142.8% | +4,517.2% | +1,562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling