+284.5%
ROIV vs INCY
+46.3%
+238.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.3% |
| 7D | +9.2% | +3.1% | +6.1% | +8.1% |
| 30D | +19.9% | +12.0% | +7.9% | +15.4% |
| 3M | +10.6% | +0.8% | +9.8% | +10.1% |
| 6M | +36.1% | +22.8% | +13.3% | +25.7% |
| YTD | +84.3% | +23.2% | +61.1% | +69.9% |
| 1Y | +87.6% | +12.4% | +75.2% | +77.9% |
| 3Y | +353.9% | +132.1% | +221.8% | +226.4% |
| 5Y | +376.1% | +85.5% | +290.6% | +281.4% |
| All | +284.5% | +46.3% | +238.2% | +211.4% |
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