+4,158.3%
RCL vs INCY
+6,316.0%
-2,157.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +8.5% | +2.3% | +6.2% | +8.1% |
| 30D | +20.4% | +6.7% | +13.7% | +19.1% |
| 3M | +11.0% | -1.0% | +12.0% | +11.0% |
| 6M | +24.9% | +22.1% | +2.8% | +20.1% |
| YTD | +23.9% | +21.8% | +2.1% | +19.2% |
| 1Y | +30.8% | +13.5% | +17.3% | +27.3% |
| 3Y | +270.4% | +129.4% | +141.0% | +215.0% |
| 5Y | +296.1% | +84.0% | +212.1% | +248.8% |
| 10Y | +375.0% | +14.9% | +360.1% | +335.8% |
| All | +4,158.3% | +6,316.0% | -2,157.7% | +1,798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling