+227.1%
RCL vs INCY
+69.9%
+157.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -2.2% | -2.2% | 0.0% | -1.6% |
| 30D | -15.7% | +3.7% | -19.3% | -16.6% |
| 3M | -8.0% | +22.1% | -30.0% | -13.4% |
| 6M | -10.1% | +29.8% | -39.9% | -17.0% |
| YTD | -5.9% | +27.6% | -33.5% | -12.8% |
| 1Y | -23.5% | +47.2% | -70.7% | -32.1% |
| 3Y | +174.4% | +97.0% | +77.4% | +116.8% |
| 5Y | +227.1% | +73.4% | +153.8% | +165.7% |
| All | +227.1% | +69.9% | +157.3% | +165.7% |
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