-15.2%
RDW vs INCY
+15.8%
-31.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -3.9% | -15.9% | -18.7% |
| 7D | -32.4% | +1.0% | -33.5% | -32.3% |
| 30D | -41.7% | +4.7% | -46.4% | -42.2% |
| 3M | -42.3% | -1.5% | -40.8% | -41.8% |
| 6M | -28.8% | +21.1% | -49.8% | -35.3% |
| YTD | -18.6% | +19.5% | -38.0% | -26.0% |
| 1Y | -15.2% | +11.6% | -26.9% | -21.0% |
| All | -15.2% | +15.8% | -31.0% | -21.0% |
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