+56.2%
RIG vs INCY
+69.3%
-13.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | -3.1% | -4.2% | +1.1% | -2.1% |
| 30D | -0.5% | +0.6% | -1.1% | -0.7% |
| 3M | -6.0% | +12.6% | -18.6% | -9.3% |
| 6M | -10.1% | +28.3% | -38.5% | -16.6% |
| YTD | +37.3% | +23.0% | +14.3% | +28.7% |
| 1Y | +73.9% | +41.0% | +33.0% | +57.0% |
| 3Y | -30.2% | +88.6% | -118.8% | -43.1% |
| All | +56.2% | +69.3% | -13.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling