+100.7%
ROST vs INCY
+89.7%
+11.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | +0.2% | -4.2% | +4.4% | +0.9% |
| 30D | -6.9% | +0.6% | -7.5% | -7.0% |
| 3M | -3.3% | +12.6% | -16.0% | -5.3% |
| 6M | +9.0% | +28.3% | -19.3% | +4.6% |
| YTD | +28.9% | +23.0% | +5.9% | +24.1% |
| 1Y | +54.0% | +41.0% | +13.0% | +45.3% |
| 3Y | +100.7% | +88.6% | +12.1% | +73.1% |
| All | +100.7% | +89.7% | +11.0% | +73.1% |
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