+331.9%
RCL vs INCY
+15.3%
+316.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | +17.8% | +8.4% | +9.4% | +15.3% |
| 3M | +4.9% | +0.4% | +4.6% | +4.5% |
| 6M | +23.7% | +22.4% | +1.3% | +16.0% |
| YTD | +17.8% | +22.5% | -4.7% | +10.4% |
| 1Y | +28.9% | +14.8% | +14.2% | +22.8% |
| 3Y | +241.9% | +127.7% | +114.2% | +160.9% |
| 5Y | +295.4% | +84.4% | +211.0% | +219.8% |
| All | +331.9% | +15.3% | +316.6% | +246.2% |
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 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