+231.7%
RF vs INCY
+17.7%
+214.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -1.3% | -0.5% | -0.9% | -1.2% |
| 30D | +4.6% | +9.8% | -5.2% | +2.4% |
| 3M | -8.4% | +1.0% | -9.4% | -8.9% |
| 6M | +8.9% | +21.9% | -13.0% | +3.3% |
| YTD | +8.8% | +23.8% | -15.0% | +2.5% |
| 1Y | +18.9% | +13.0% | +5.9% | +14.2% |
| 3Y | +116.0% | +133.2% | -17.2% | +71.2% |
| 5Y | +46.0% | +87.8% | -41.8% | +21.5% |
| 10Y | +231.7% | +17.0% | +214.7% | +171.1% |
| All | +231.7% | +17.7% | +214.0% | +171.1% |
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