-4.2%
ROL vs INCY
+69.9%
-74.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -3.3% | -2.2% | -1.1% | -3.0% |
| 30D | -7.2% | +3.7% | -10.9% | -7.7% |
| 3M | -27.0% | +22.1% | -49.0% | -28.9% |
| 6M | -39.5% | +29.8% | -69.3% | -41.6% |
| YTD | -41.8% | +27.6% | -69.4% | -43.8% |
| 1Y | -38.9% | +47.2% | -86.1% | -42.1% |
| 3Y | -0.4% | +97.0% | -97.3% | -10.4% |
| 5Y | -4.2% | +73.4% | -77.6% | -14.9% |
| All | -4.2% | +69.9% | -74.1% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling