+212.8%
RDDT vs INCY
+107.4%
+105.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.8% |
| 7D | +2.1% | -4.2% | +6.3% | +2.8% |
| 30D | +2.8% | +0.6% | +2.2% | +2.7% |
| 3M | -8.9% | +12.6% | -21.6% | -10.4% |
| 6M | +15.1% | +28.3% | -13.3% | +10.8% |
| YTD | -31.4% | +23.0% | -54.3% | -34.0% |
| 1Y | -39.4% | +41.0% | -80.4% | -43.3% |
| All | +212.8% | +107.4% | +105.4% | +175.9% |
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