+52.3%
ROST vs INCY
+45.3%
+7.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.6% |
| 30D | -8.9% | +5.8% | -14.7% | -9.9% |
| 3M | -0.8% | +25.2% | -26.0% | -5.5% |
| 6M | +8.5% | +28.2% | -19.7% | +2.3% |
| YTD | +28.6% | +28.3% | +0.3% | +20.7% |
| 1Y | +52.3% | +48.3% | +4.0% | +37.0% |
| All | +52.3% | +45.3% | +7.1% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling