-17.4%
RMBS vs INCY
+20.6%
-38.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.5% | -6.2% |
| 7D | -8.9% | +5.1% | -14.0% | -9.3% |
| 30D | -24.8% | +7.6% | -32.5% | -25.4% |
| 3M | -17.6% | +1.9% | -19.4% | -17.4% |
| 6M | -25.7% | +26.5% | -52.1% | -32.7% |
| YTD | -9.8% | +24.4% | -34.2% | -19.1% |
| 1Y | -17.4% | +19.4% | -36.7% | -24.4% |
| All | -17.4% | +20.6% | -38.0% | -24.4% |
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