+206.6%
ROL vs INCY
+54.2%
+152.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -3.2% | -4.2% | +1.0% | -2.5% |
| 30D | -4.9% | +0.6% | -5.5% | -5.1% |
| 3M | -25.8% | +12.6% | -38.5% | -27.4% |
| 6M | -37.6% | +28.3% | -65.9% | -40.3% |
| YTD | -41.5% | +23.0% | -64.5% | -43.8% |
| 1Y | -39.5% | +41.0% | -80.4% | -43.3% |
| 3Y | +0.1% | +88.6% | -88.5% | -12.3% |
| 5Y | -4.6% | +70.8% | -75.4% | -15.8% |
| All | +206.6% | +54.2% | +152.4% | +161.1% |
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