+5,111.7%
RIO vs INCY
+6,660.0%
-1,548.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | +4.0% | +5.8% | -1.8% | +3.3% |
| 3M | +0.1% | +25.2% | -25.1% | -2.8% |
| 6M | +12.7% | +28.2% | -15.5% | +9.0% |
| YTD | +35.6% | +28.3% | +7.2% | +30.9% |
| 1Y | +73.7% | +48.3% | +25.3% | +64.3% |
| 3Y | +93.3% | +95.9% | -2.6% | +74.7% |
| 5Y | +92.4% | +66.6% | +25.9% | +76.4% |
| 10Y | +606.9% | +54.5% | +552.4% | +533.8% |
| All | +5,111.7% | +6,660.0% | -1,548.3% | +2,885.1% |
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