-84.1%
RIVN vs INCY
+81.2%
-165.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | +1.8% | -4.2% | +6.0% | +3.2% |
| 30D | +0.6% | +0.6% | 0.0% | +0.4% |
| 3M | +3.2% | +12.6% | -9.5% | -1.1% |
| 6M | -3.7% | +28.3% | -32.0% | -12.0% |
| YTD | -18.7% | +23.0% | -41.7% | -25.0% |
| 1Y | +14.7% | +41.0% | -26.2% | +1.2% |
| 3Y | -31.5% | +88.6% | -120.1% | -48.7% |
| All | -84.1% | +81.2% | -165.3% | -86.9% |
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 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