+88.7%
RIG vs INCY
+45.3%
+43.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | +0.9% | +1.9% | -1.1% | +0.5% |
| 30D | +13.8% | +5.8% | +8.0% | +12.5% |
| 3M | -6.4% | +25.2% | -31.6% | -12.5% |
| 6M | -8.2% | +28.2% | -36.4% | -14.9% |
| YTD | +41.6% | +28.3% | +13.3% | +30.0% |
| 1Y | +88.7% | +48.3% | +40.4% | +49.0% |
| All | +88.7% | +45.3% | +43.5% | +49.0% |
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