+302.0%
ROIV vs INCY
+51.5%
+250.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +22.3% | -2.2% | +24.5% | +23.1% |
| 30D | +16.9% | +3.7% | +13.2% | +15.3% |
| 3M | +43.9% | +22.1% | +21.9% | +33.4% |
| 6M | +41.6% | +29.8% | +11.8% | +28.3% |
| YTD | +92.7% | +27.6% | +65.1% | +75.7% |
| 1Y | +210.2% | +47.2% | +163.0% | +168.7% |
| 3Y | +231.8% | +97.0% | +134.9% | +153.3% |
| 5Y | +319.8% | +73.4% | +246.4% | +235.3% |
| All | +302.0% | +51.5% | +250.6% | +221.9% |
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