+9,318.4%
ROK vs INCY
+6,620.5%
+2,697.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +0.2% | -2.2% | +2.4% | +0.4% |
| 30D | -1.8% | +3.7% | -5.5% | -2.3% |
| 3M | -7.2% | +22.1% | -29.3% | -9.7% |
| 6M | +14.2% | +29.8% | -15.6% | +10.1% |
| YTD | +10.6% | +27.6% | -17.0% | +6.7% |
| 1Y | +25.9% | +47.2% | -21.3% | +19.2% |
| 3Y | +50.8% | +97.0% | -46.2% | +36.1% |
| 5Y | +47.0% | +73.4% | -26.3% | +34.1% |
| 10Y | +354.9% | +59.2% | +295.7% | +307.0% |
| All | +9,318.4% | +6,620.5% | +2,697.9% | +4,398.8% |
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 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