+1,980.9%
INCY vs RY
+11,121.0%
-9,140.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.2% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | +5.5% | +5.9% | -0.4% | +1.6% |
| 3M | +1.1% | -4.3% | +5.3% | +3.6% |
| 6M | +19.8% | +12.1% | +7.7% | +10.7% |
| YTD | +21.1% | +20.3% | +0.9% | +6.5% |
| 1Y | +13.7% | +41.0% | -27.3% | -9.9% |
| 3Y | +119.3% | +157.5% | -38.3% | +16.1% |
| 5Y | +76.3% | +123.2% | -46.9% | 0.0% |
| 10Y | +36.6% | +365.7% | -329.1% | -55.6% |
| All | +1,980.9% | +11,121.0% | -9,140.2% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling