+273.8%
ROIV vs INCY
+43.8%
+230.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.7% |
| 7D | +5.3% | -0.6% | +6.0% | +5.6% |
| 30D | +11.9% | +5.5% | +6.4% | +9.9% |
| 3M | +10.7% | +1.1% | +9.6% | +10.1% |
| 6M | +34.9% | +19.8% | +15.1% | +25.7% |
| YTD | +79.2% | +21.1% | +58.0% | +66.1% |
| 1Y | +89.0% | +13.7% | +75.3% | +78.5% |
| 3Y | +337.3% | +119.3% | +218.1% | +221.1% |
| 5Y | +402.3% | +76.3% | +326.0% | +307.5% |
| All | +273.8% | +43.8% | +230.0% | +204.4% |
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 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