+652.2%
RGTI vs INCY
+89.7%
+562.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | +0.5% | -4.2% | +4.6% | +1.9% |
| 30D | -17.1% | +0.6% | -17.7% | -17.4% |
| 3M | -26.0% | +12.6% | -38.6% | -30.1% |
| 6M | -9.9% | +28.3% | -38.2% | -19.9% |
| YTD | -31.1% | +23.0% | -54.0% | -37.5% |
| 1Y | -8.5% | +41.0% | -49.5% | -22.5% |
| 3Y | +652.2% | +88.6% | +563.6% | +353.6% |
| All | +652.2% | +89.7% | +562.5% | +353.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling