+4,410.1%
ROL vs INCY
+6,660.0%
-2,249.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | -4.1% | +5.8% | -9.9% | -4.8% |
| 3M | -22.5% | +25.2% | -47.7% | -24.7% |
| 6M | -37.7% | +28.2% | -65.9% | -39.6% |
| YTD | -39.6% | +28.3% | -67.9% | -41.6% |
| 1Y | -36.0% | +48.3% | -84.4% | -39.3% |
| 3Y | -5.1% | +95.9% | -101.1% | -13.9% |
| 5Y | -3.4% | +66.6% | -70.0% | -11.2% |
| 10Y | +215.2% | +54.5% | +160.7% | +183.3% |
| All | +4,410.1% | +6,660.0% | -2,249.9% | +1,978.0% |
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