-9.7%
RKT vs INCY
+69.5%
-79.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | -7.2% | -3.7% | -3.6% | -6.0% |
| 30D | -7.9% | +1.8% | -9.7% | -8.4% |
| 3M | +5.2% | +17.0% | -11.8% | -0.5% |
| 6M | -14.9% | +28.4% | -43.3% | -22.3% |
| YTD | -31.9% | +24.8% | -56.7% | -37.4% |
| 1Y | -36.9% | +42.9% | -79.8% | -45.0% |
| 3Y | +35.7% | +92.7% | -57.0% | +1.7% |
| 5Y | -9.7% | +73.3% | -83.0% | -30.5% |
| All | -9.7% | +69.5% | -79.2% | -30.5% |
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