+2,104.3%
INCY vs RY
+11,573.6%
-9,469.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +1.9% | +3.1% | -1.2% | -0.1% |
| 30D | +5.8% | -0.3% | +6.1% | +5.9% |
| 3M | +25.2% | +8.7% | +16.5% | +18.3% |
| 6M | +28.2% | +28.5% | -0.3% | +8.5% |
| YTD | +28.3% | +25.1% | +3.2% | +10.2% |
| 1Y | +48.3% | +46.3% | +2.1% | +15.1% |
| 3Y | +95.9% | +154.9% | -59.0% | +4.4% |
| 5Y | +66.6% | +140.3% | -73.7% | -10.0% |
| 10Y | +54.5% | +377.0% | -322.5% | -50.4% |
| All | +2,104.3% | +11,573.6% | -9,469.3% | +34.7% |
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