+14.9%
RIVN vs INCY
+45.3%
-30.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | +1.2% | +5.8% | -4.6% | -0.4% |
| 3M | -13.1% | +25.2% | -38.3% | -18.4% |
| 6M | +5.5% | +28.2% | -22.7% | -2.5% |
| YTD | -20.1% | +28.3% | -48.5% | -27.2% |
| 1Y | +14.9% | +48.3% | -33.5% | +5.2% |
| All | +14.9% | +45.3% | -30.4% | +5.2% |
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