+209.8%
RF vs INCY
+16.0%
+193.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.4% | +3.1% | -2.8% | -0.3% |
| 30D | +5.6% | +12.0% | -6.5% | +2.8% |
| 3M | -8.9% | +0.8% | -9.6% | -9.3% |
| 6M | +7.1% | +22.8% | -15.7% | +1.5% |
| YTD | +8.3% | +23.2% | -14.9% | +2.1% |
| 1Y | +16.8% | +12.4% | +4.4% | +12.3% |
| 3Y | +115.0% | +132.1% | -17.1% | +70.6% |
| 5Y | +46.4% | +85.5% | -39.1% | +22.1% |
| All | +209.8% | +16.0% | +193.8% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling