+179.4%
RCL vs INCY
+95.0%
+84.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -17.3% | +3.2% | -20.5% | -18.0% |
| 3M | -2.8% | +23.6% | -26.4% | -7.7% |
| 6M | -4.4% | +29.7% | -34.1% | -10.4% |
| YTD | -4.2% | +25.9% | -30.1% | -9.6% |
| 1Y | -23.4% | +43.7% | -67.1% | -29.7% |
| 3Y | +179.4% | +94.4% | +85.0% | +133.5% |
| All | +179.4% | +95.0% | +84.4% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling