-9.9%
RGTI vs INCY
+26.6%
-36.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.6% |
| 7D | +0.5% | -4.2% | +4.6% | 0.0% |
| 30D | -17.1% | +0.6% | -17.7% | -16.8% |
| 3M | -26.0% | +12.6% | -38.6% | -25.6% |
| 6M | -9.9% | +28.3% | -38.2% | -14.5% |
| All | -9.9% | +26.6% | -36.4% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling