+91.5%
RIO vs INCY
+69.3%
+22.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.8% |
| 7D | -3.2% | -4.2% | +1.0% | -2.7% |
| 30D | +0.9% | +0.6% | +0.3% | +0.9% |
| 3M | -1.4% | +12.6% | -14.1% | -3.0% |
| 6M | +10.9% | +28.3% | -17.4% | +7.2% |
| YTD | +31.2% | +23.0% | +8.2% | +27.2% |
| 1Y | +67.9% | +41.0% | +26.9% | +59.3% |
| 3Y | +88.8% | +88.6% | +0.2% | +69.1% |
| All | +91.5% | +69.3% | +22.3% | +70.9% |
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 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