+39.7%
RIG vs INCY
+20.6%
+19.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.5% | -12.1% | -7.9% |
| 7D | -18.8% | +5.1% | -23.9% | -19.0% |
| 30D | -1.1% | +7.6% | -8.7% | -1.6% |
| 3M | +4.4% | +1.9% | +2.5% | +4.6% |
| 6M | -20.8% | +26.5% | -47.3% | -24.5% |
| YTD | +32.0% | +24.4% | +7.6% | +26.3% |
| 1Y | +39.7% | +19.4% | +20.4% | +35.9% |
| All | +39.7% | +20.6% | +19.1% | +35.9% |
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