-45.7%
RDDT vs INCY
+20.6%
-66.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.5% | +1.5% | +5.9% |
| 7D | -24.4% | +5.1% | -29.5% | -24.4% |
| 30D | -32.3% | +7.6% | -39.9% | -32.4% |
| 3M | -36.3% | +1.9% | -38.2% | -36.2% |
| 6M | -39.7% | +26.5% | -66.2% | -40.3% |
| YTD | -55.7% | +24.4% | -80.1% | -57.8% |
| 1Y | -45.7% | +19.4% | -65.1% | -46.9% |
| All | -45.7% | +20.6% | -66.4% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling