+6,351.7%
INCY vs RVTY
+2,560.3%
+3,791.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +8.4% | +1.5% | +6.9% | +7.0% |
| 3M | +0.4% | +31.5% | -31.1% | -12.7% |
| 6M | +22.4% | +62.7% | -40.3% | -4.4% |
| YTD | +22.5% | +60.0% | -37.5% | -5.3% |
| 1Y | +14.8% | +65.7% | -50.9% | -13.0% |
| 3Y | +127.7% | +85.2% | +42.5% | +56.4% |
| 5Y | +84.4% | -14.9% | +99.3% | +74.0% |
| 10Y | +15.7% | +211.9% | -196.1% | -46.1% |
| All | +6,351.7% | +2,560.3% | +3,791.4% | +1,348.7% |
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 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