+584.5%
RIO vs INCY
+54.2%
+530.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.8% |
| 7D | -3.2% | -4.2% | +1.0% | -2.5% |
| 30D | +0.9% | +0.6% | +0.3% | +0.8% |
| 3M | -1.4% | +12.6% | -14.1% | -3.8% |
| 6M | +10.9% | +28.3% | -17.4% | +5.5% |
| YTD | +31.2% | +23.0% | +8.2% | +25.5% |
| 1Y | +67.9% | +41.0% | +26.9% | +56.0% |
| 3Y | +88.8% | +88.6% | +0.2% | +62.6% |
| 5Y | +93.1% | +70.8% | +22.3% | +67.9% |
| All | +584.5% | +54.2% | +530.3% | +409.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling