+41,132.7%
RMD vs INCY
+3,252.1%
+37,880.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -5.0% | +1.9% | -6.9% | -5.2% |
| 30D | +2.2% | +5.8% | -3.6% | +1.4% |
| 3M | +17.8% | +25.2% | -7.3% | +14.2% |
| 6M | -11.3% | +28.2% | -39.5% | -14.4% |
| YTD | -4.4% | +28.3% | -32.8% | -7.8% |
| 1Y | -15.7% | +48.3% | -64.1% | -20.4% |
| 3Y | +47.7% | +95.9% | -48.2% | +33.4% |
| 5Y | -19.2% | +66.6% | -85.8% | -25.9% |
| 10Y | +280.4% | +54.5% | +225.9% | +241.5% |
| All | +41,132.7% | +3,252.1% | +37,880.6% | +21,292.0% |
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