+266.8%
RMBS vs INCY
+69.3%
+197.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +1.8% | -4.2% | +5.9% | +3.1% |
| 30D | -13.9% | +0.6% | -14.5% | -14.2% |
| 3M | -39.8% | +12.6% | -52.5% | -42.9% |
| 6M | -6.0% | +28.3% | -34.3% | -15.7% |
| YTD | -5.4% | +23.0% | -28.3% | -13.6% |
| 1Y | -1.8% | +41.0% | -42.8% | -14.7% |
| 3Y | +53.7% | +88.6% | -34.9% | +19.1% |
| All | +266.8% | +69.3% | +197.5% | +189.1% |
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 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