+271.5%
RMD vs INCY
+54.2%
+217.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -4.4% | -4.2% | -0.2% | -3.5% |
| 30D | -3.1% | +0.6% | -3.7% | -3.3% |
| 3M | +13.8% | +12.6% | +1.1% | +10.4% |
| 6M | -8.6% | +28.3% | -36.9% | -14.1% |
| YTD | -8.6% | +23.0% | -31.6% | -13.5% |
| 1Y | -19.7% | +41.0% | -60.6% | -26.5% |
| 3Y | +48.4% | +88.6% | -40.2% | +24.3% |
| 5Y | -22.7% | +70.8% | -93.5% | -34.4% |
| All | +271.5% | +54.2% | +217.3% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling