+129.7%
ROP vs INCY
+56.5%
+73.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -8.0% | -3.7% | -4.3% | -7.4% |
| 30D | -2.7% | +1.8% | -4.6% | -3.1% |
| 3M | +16.6% | +17.0% | -0.4% | +13.3% |
| 6M | +10.4% | +28.4% | -18.0% | +5.3% |
| YTD | -12.1% | +24.8% | -36.9% | -15.8% |
| 1Y | -23.6% | +42.9% | -66.6% | -28.8% |
| 3Y | -19.3% | +92.7% | -112.0% | -30.1% |
| 5Y | -15.4% | +73.3% | -88.7% | -25.8% |
| All | +129.7% | +56.5% | +73.2% | +86.3% |
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