-36.2%
RIG vs INCY
+6,620.5%
-6,656.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -8.2% | -2.2% | -6.0% | -7.9% |
| 30D | -0.2% | +3.7% | -3.8% | -0.6% |
| 3M | -2.7% | +22.1% | -24.8% | -5.4% |
| 6M | -7.5% | +29.8% | -37.2% | -10.8% |
| YTD | +38.3% | +27.6% | +10.7% | +33.5% |
| 1Y | +81.8% | +47.2% | +34.6% | +72.4% |
| 3Y | -30.2% | +97.0% | -127.1% | -36.8% |
| 5Y | +59.9% | +73.4% | -13.4% | +46.7% |
| 10Y | -41.9% | +59.2% | -101.2% | -47.2% |
| All | -36.2% | +6,620.5% | -6,656.7% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling