-20.0%
ROP vs INCY
+96.8%
-116.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -6.1% | -2.2% | -3.9% | -5.9% |
| 30D | -3.4% | +3.7% | -7.0% | -3.7% |
| 3M | +16.7% | +22.1% | -5.4% | +14.5% |
| 6M | +8.1% | +29.8% | -21.7% | +5.3% |
| YTD | -11.7% | +27.6% | -39.3% | -13.8% |
| 1Y | -24.2% | +47.2% | -71.4% | -27.2% |
| All | -20.0% | +96.8% | -116.8% | -27.5% |
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