+15.3%
INCY vs RY
+351.1%
-335.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +8.4% | +5.0% | +3.4% | +6.3% |
| 3M | +0.4% | -5.3% | +5.7% | +2.5% |
| 6M | +22.4% | +13.8% | +8.6% | +15.5% |
| YTD | +22.5% | +21.0% | +1.5% | +12.4% |
| 1Y | +14.8% | +40.5% | -25.7% | -1.3% |
| 3Y | +127.7% | +159.7% | -31.9% | +50.1% |
| 5Y | +84.4% | +124.3% | -40.0% | +27.8% |
| All | +15.3% | +351.1% | -335.8% | -42.4% |
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