+221.3%
ROIV vs INCY
+43.8%
+177.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.6% | +19.3% |
| 7D | +20.2% | -0.5% | +20.7% | +20.1% |
| 30D | +14.1% | +3.2% | +11.0% | +12.7% |
| 3M | +45.6% | +23.6% | +22.0% | +32.2% |
| 6M | +44.1% | +29.7% | +14.5% | +27.6% |
| YTD | +91.2% | +25.9% | +65.2% | +72.8% |
| 1Y | +221.3% | +43.7% | +177.6% | +180.6% |
| All | +221.3% | +43.8% | +177.5% | +180.6% |
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