-10.4%
RKT vs INCY
+20.6%
-31.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.5% | +4.2% | +7.0% |
| 7D | +29.7% | +5.1% | +24.6% | +27.5% |
| 30D | +28.5% | +7.6% | +20.9% | +25.4% |
| 3M | +6.4% | +1.9% | +4.5% | +5.6% |
| 6M | +7.1% | +26.5% | -19.3% | +0.8% |
| YTD | -22.5% | +24.4% | -46.8% | -28.0% |
| 1Y | -10.4% | +19.4% | -29.8% | -15.0% |
| All | -10.4% | +20.6% | -31.1% | -15.0% |
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