-26.7%
RIOT vs INCY
+69.3%
-96.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -1.5% | -4.2% | +2.7% | +0.5% |
| 30D | +5.7% | +0.6% | +5.1% | +5.4% |
| 3M | -17.9% | +12.6% | -30.5% | -24.0% |
| 6M | +45.0% | +28.3% | +16.6% | +24.9% |
| YTD | +69.5% | +23.0% | +46.5% | +49.5% |
| 1Y | +37.2% | +41.0% | -3.8% | +12.3% |
| 3Y | +111.7% | +88.6% | +23.1% | +45.3% |
| All | -26.7% | +69.3% | -96.0% | -46.8% |
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 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