+6,547.0%
ROP vs INCY
+6,351.7%
+195.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +28.8% | +8.4% | +20.4% | +27.6% |
| 3M | +21.1% | +0.4% | +20.7% | +20.9% |
| 6M | +52.5% | +22.4% | +30.1% | +48.6% |
| YTD | +8.9% | +22.5% | -13.6% | +5.9% |
| 1Y | +8.2% | +14.8% | -6.5% | +6.0% |
| 3Y | -5.2% | +127.7% | -132.9% | -15.2% |
| 5Y | +1.7% | +84.4% | -82.7% | -7.2% |
| 10Y | +185.4% | +15.7% | +169.6% | +166.0% |
| All | +6,547.0% | +6,351.7% | +195.3% | +3,834.7% |
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 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