+3,203.2%
RCL vs INCY
+6,660.0%
-3,456.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -5.1% | +1.9% | -7.0% | -5.4% |
| 30D | -19.0% | +5.8% | -24.8% | -19.8% |
| 3M | -9.6% | +25.2% | -34.8% | -13.2% |
| 6M | -6.7% | +28.2% | -34.9% | -10.8% |
| YTD | -3.9% | +28.3% | -32.2% | -8.3% |
| 1Y | -25.1% | +48.3% | -73.4% | -30.4% |
| 3Y | +179.1% | +95.9% | +83.2% | +144.0% |
| 5Y | +243.3% | +66.6% | +176.7% | +207.0% |
| 10Y | +325.8% | +54.5% | +271.2% | +271.6% |
| All | +3,203.2% | +6,660.0% | -3,456.8% | +1,361.7% |
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 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