+330.2%
RCL vs INCY
+16.0%
+314.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.8% |
| 7D | -0.2% | +3.1% | -3.4% | -1.1% |
| 30D | +14.4% | +12.0% | +2.3% | +10.9% |
| 3M | +5.2% | +0.8% | +4.4% | +4.6% |
| 6M | +26.1% | +22.8% | +3.4% | +18.2% |
| YTD | +17.4% | +23.2% | -5.9% | +9.8% |
| 1Y | +24.7% | +12.4% | +12.3% | +19.4% |
| 3Y | +250.9% | +132.1% | +118.9% | +166.4% |
| 5Y | +293.8% | +85.5% | +208.3% | +218.0% |
| All | +330.2% | +16.0% | +314.2% | +244.3% |
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