+816.6%
RIOT vs INCY
+83.7%
+732.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.3% |
| 7D | +18.4% | -2.2% | +20.6% | +19.2% |
| 30D | +13.8% | +3.7% | +10.1% | +12.4% |
| 3M | -12.7% | +22.1% | -34.8% | -19.3% |
| 6M | +50.1% | +29.8% | +20.4% | +35.8% |
| YTD | +74.2% | +27.6% | +46.6% | +58.8% |
| 1Y | +45.1% | +47.2% | -2.1% | +25.9% |
| 3Y | +101.6% | +97.0% | +4.6% | +56.7% |
| 5Y | -29.6% | +73.4% | -103.0% | -42.8% |
| 10Y | +528.1% | +59.2% | +468.9% | +412.6% |
| All | +816.6% | +83.7% | +732.9% | +659.1% |
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