-20.3%
RIOT vs INCY
+20.6%
-40.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.5% | +5.2% | +8.1% |
| 7D | +6.4% | +5.1% | +1.2% | +4.3% |
| 30D | -20.4% | +7.6% | -28.1% | -22.7% |
| 3M | -28.7% | +1.9% | -30.6% | -29.1% |
| 6M | -17.7% | +26.5% | -44.2% | -30.0% |
| YTD | +21.3% | +24.4% | -3.1% | +3.2% |
| 1Y | -20.3% | +19.4% | -39.6% | -29.9% |
| All | -20.3% | +20.6% | -40.9% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling