-69.7%
RAM vs INCY
+16.4%
-86.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.5% | -14.8% | -5.2% |
| 7D | -31.3% | +5.1% | -36.4% | -26.4% |
| 30D | -49.4% | +7.6% | -57.0% | -44.3% |
| 3M | -41.4% | +1.9% | -43.2% | -38.6% |
| All | -69.7% | +16.4% | -86.1% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 6mo: compounded portfolio wealth divided by compounded INCY 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…
6mo analysis · Full analysis span regression · Available span rolling