+331.2%
RCL vs INCY
+56.5%
+274.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -2.5% | -3.7% | +1.2% | -1.5% |
| 30D | -15.7% | +1.8% | -17.5% | -16.1% |
| 3M | -3.6% | +17.0% | -20.6% | -8.0% |
| 6M | -8.7% | +28.4% | -37.0% | -15.1% |
| YTD | -6.2% | +24.8% | -31.0% | -12.2% |
| 1Y | -22.9% | +42.9% | -65.8% | -30.7% |
| 3Y | +173.6% | +92.7% | +80.9% | +120.6% |
| 5Y | +226.6% | +73.3% | +153.2% | +169.0% |
| All | +331.2% | +56.5% | +274.7% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling