+316.5%
ROIV vs INCY
+67.2%
+249.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.6% | +19.4% |
| 7D | +20.2% | -0.5% | +20.7% | +20.2% |
| 30D | +14.1% | +3.2% | +11.0% | +12.6% |
| 3M | +45.6% | +23.6% | +22.0% | +33.1% |
| 6M | +44.1% | +29.7% | +14.5% | +29.1% |
| YTD | +91.2% | +25.9% | +65.2% | +73.1% |
| 1Y | +221.3% | +43.7% | +177.6% | +175.5% |
| 3Y | +229.2% | +94.4% | +134.8% | +142.1% |
| 5Y | +316.5% | +68.0% | +248.5% | +229.1% |
| All | +316.5% | +67.2% | +249.3% | +229.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling