+14.9%
INCY vs RY
+354.4%
-339.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +6.7% | +6.1% | +0.5% | +4.0% |
| 3M | -1.0% | -3.4% | +2.3% | +0.2% |
| 6M | +22.1% | +12.8% | +9.3% | +15.6% |
| YTD | +21.8% | +21.0% | +0.8% | +11.7% |
| 1Y | +13.5% | +40.5% | -26.9% | -2.4% |
| 3Y | +129.4% | +159.9% | -30.5% | +51.2% |
| 5Y | +84.0% | +125.0% | -41.0% | +27.4% |
| 10Y | +14.9% | +350.6% | -335.7% | -42.8% |
| All | +14.9% | +354.4% | -339.5% | -42.8% |
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