-19.7%
RMD vs INCY
+41.2%
-60.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -4.4% | -4.2% | -0.2% | -3.3% |
| 30D | -3.1% | +0.6% | -3.7% | -3.3% |
| 3M | +13.8% | +12.6% | +1.1% | +9.9% |
| 6M | -8.6% | +28.3% | -36.9% | -14.9% |
| YTD | -8.6% | +23.0% | -31.6% | -14.0% |
| 1Y | -19.7% | +41.0% | -60.6% | -25.8% |
| All | -19.7% | +41.2% | -60.9% | -25.8% |
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