-34.7%
ROL vs INCY
+20.6%
-55.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +2.3% |
| 7D | +14.6% | +5.1% | +9.5% | +14.0% |
| 30D | +29.3% | +7.6% | +21.6% | +28.3% |
| 3M | +2.0% | +1.9% | +0.1% | +1.5% |
| 6M | -28.5% | +26.5% | -55.0% | -30.1% |
| YTD | -35.3% | +24.4% | -59.7% | -37.5% |
| 1Y | -34.7% | +19.4% | -54.1% | -36.7% |
| All | -34.7% | +20.6% | -55.3% | -36.7% |
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 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