+4.7%
ROL vs INCY
+132.2%
-127.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.9% |
| 30D | +19.8% | +8.4% | +11.3% | +18.8% |
| 3M | +7.9% | +0.4% | +7.5% | +7.7% |
| 6M | -25.6% | +22.4% | -48.1% | -27.2% |
| YTD | -34.1% | +22.5% | -56.6% | -35.7% |
| 1Y | -31.4% | +14.8% | -46.2% | -32.7% |
| 3Y | +4.7% | +127.7% | -123.1% | -2.6% |
| All | +4.7% | +132.2% | -127.6% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling