+348.5%
ROK vs INCY
+54.2%
+294.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | -1.2% | -4.2% | +2.9% | -0.4% |
| 30D | -4.8% | +0.6% | -5.4% | -5.0% |
| 3M | -6.1% | +12.6% | -18.7% | -8.9% |
| 6M | +15.5% | +28.3% | -12.8% | +8.8% |
| YTD | +11.2% | +23.0% | -11.8% | +5.5% |
| 1Y | +23.8% | +41.0% | -17.1% | +13.7% |
| 3Y | +53.1% | +88.6% | -35.5% | +29.1% |
| 5Y | +48.3% | +70.8% | -22.5% | +26.5% |
| All | +348.5% | +54.2% | +294.3% | +239.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling