-84.1%
RIVN vs INCY
+88.0%
-172.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +2.5% | -2.2% | +4.7% | +3.2% |
| 30D | -2.3% | +3.7% | -6.0% | -3.5% |
| 3M | +1.7% | +22.1% | -20.3% | -5.0% |
| 6M | +0.9% | +29.8% | -28.9% | -8.1% |
| YTD | -18.8% | +27.6% | -46.4% | -26.0% |
| 1Y | +14.8% | +47.2% | -32.4% | -0.1% |
| 3Y | -30.7% | +97.0% | -127.7% | -48.9% |
| All | -84.1% | +88.0% | -172.1% | -87.1% |
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