+4,815.3%
ROL vs INCY
+6,351.7%
-1,536.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +19.8% | +8.4% | +11.3% | +18.6% |
| 3M | +7.9% | +0.4% | +7.5% | +7.7% |
| 6M | -25.6% | +22.4% | -48.1% | -27.6% |
| YTD | -34.1% | +22.5% | -56.6% | -36.1% |
| 1Y | -31.4% | +14.8% | -46.2% | -32.9% |
| 3Y | +4.7% | +127.7% | -123.1% | -6.7% |
| 5Y | +15.6% | +84.4% | -68.8% | +5.1% |
| 10Y | +220.6% | +15.7% | +204.9% | +198.2% |
| All | +4,815.3% | +6,351.7% | -1,536.5% | +2,175.6% |
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 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