+39.4%
RKT vs INCY
+96.8%
-57.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.3% |
| 30D | -2.4% | +3.7% | -6.1% | -3.4% |
| 3M | +1.9% | +22.1% | -20.2% | -4.1% |
| 6M | -13.9% | +29.8% | -43.6% | -20.5% |
| YTD | -30.6% | +27.6% | -58.2% | -35.9% |
| 1Y | -34.4% | +47.2% | -81.6% | -42.1% |
| All | +39.4% | +96.8% | -57.4% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling