+1,059.0%
RMBS vs INCY
+829.1%
+229.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +3.5% | -2.2% | +5.6% | +4.0% |
| 30D | -8.6% | +3.7% | -12.3% | -9.5% |
| 3M | -40.3% | +22.1% | -62.4% | -43.6% |
| 6M | -1.0% | +29.8% | -30.8% | -8.0% |
| YTD | -4.6% | +27.6% | -32.2% | -10.9% |
| 1Y | +17.6% | +47.2% | -29.6% | +6.0% |
| 3Y | +58.6% | +97.0% | -38.3% | +31.9% |
| 5Y | +270.9% | +73.4% | +197.6% | +214.3% |
| 10Y | +569.1% | +59.2% | +509.8% | +443.7% |
| All | +1,059.0% | +829.1% | +229.9% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling