-15.4%
ROP vs INCY
+69.5%
-84.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -8.0% | -3.7% | -4.3% | -7.5% |
| 30D | -2.7% | +1.8% | -4.6% | -3.0% |
| 3M | +16.6% | +17.0% | -0.4% | +14.1% |
| 6M | +10.4% | +28.4% | -18.0% | +6.5% |
| YTD | -12.1% | +24.8% | -36.9% | -14.9% |
| 1Y | -23.6% | +42.9% | -66.6% | -27.8% |
| 3Y | -19.3% | +92.7% | -112.0% | -28.1% |
| 5Y | -15.4% | +73.3% | -88.7% | -23.7% |
| All | -15.4% | +69.5% | -84.9% | -23.7% |
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