+43,271.5%
RMD vs INCY
+3,099.2%
+40,172.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +2.1% | +8.4% | -6.3% | +0.9% |
| 3M | +6.2% | +0.4% | +5.9% | +6.1% |
| 6M | +19.4% | +22.4% | -3.0% | +16.0% |
| YTD | +0.5% | +22.5% | -21.9% | -2.5% |
| 1Y | -3.9% | +14.8% | -18.7% | -6.1% |
| 3Y | +72.5% | +127.7% | -55.2% | +52.6% |
| 5Y | -1.5% | +84.4% | -85.9% | -10.7% |
| 10Y | +345.8% | +15.7% | +330.0% | +315.3% |
| All | +43,271.5% | +3,099.2% | +40,172.3% | +22,520.2% |
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