+235.9%
ROIV vs INCY
+52.3%
+183.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | +1.0% | +5.8% | -4.8% | -1.0% |
| 3M | +18.3% | +25.2% | -6.9% | +8.8% |
| 6M | +18.3% | +28.2% | -9.9% | +7.8% |
| YTD | +61.0% | +28.3% | +32.6% | +46.7% |
| 1Y | +177.9% | +48.3% | +129.5% | +140.3% |
| 3Y | +199.1% | +95.9% | +103.1% | +128.9% |
| 5Y | +250.7% | +66.6% | +184.1% | +180.6% |
| All | +235.9% | +52.3% | +183.5% | +168.7% |
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