+59.2%
INCY vs RY
+372.5%
-313.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | +3.7% | -1.9% | +5.6% | +4.4% |
| 3M | +22.1% | +5.1% | +16.9% | +19.3% |
| 6M | +29.8% | +28.2% | +1.6% | +16.4% |
| YTD | +27.6% | +22.9% | +4.7% | +16.3% |
| 1Y | +47.2% | +45.5% | +1.7% | +24.7% |
| 3Y | +97.0% | +156.7% | -59.7% | +30.0% |
| 5Y | +73.4% | +137.7% | -64.4% | +16.8% |
| 10Y | +59.2% | +375.5% | -316.3% | -24.3% |
| All | +59.2% | +372.5% | -313.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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