-46.2%
RBLX vs INCY
+69.3%
-115.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.7% |
| 7D | +5.1% | -4.2% | +9.2% | +6.1% |
| 30D | +28.0% | +0.6% | +27.4% | +27.7% |
| 3M | +4.6% | +12.6% | -8.0% | +1.5% |
| 6M | -24.7% | +28.3% | -53.0% | -29.6% |
| YTD | -43.8% | +23.0% | -66.8% | -47.0% |
| 1Y | -65.8% | +41.0% | -106.7% | -69.3% |
| 3Y | +59.4% | +88.6% | -29.2% | +23.5% |
| All | -46.2% | +69.3% | -115.5% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling