+25.0%
ROK vs INCY
+20.6%
+4.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -0.8% |
| 7D | 0.0% | +5.1% | -5.1% | -0.3% |
| 30D | -2.5% | +7.6% | -10.1% | -3.0% |
| 3M | 0.0% | +1.9% | -1.9% | -0.1% |
| 6M | +11.6% | +26.5% | -14.9% | +6.7% |
| YTD | +15.2% | +24.4% | -9.2% | +9.7% |
| 1Y | +25.0% | +19.4% | +5.6% | +20.5% |
| All | +25.0% | +20.6% | +4.4% | +20.5% |
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