+58,464.0%
ROST vs INCY
+6,534.7%
+51,929.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -10.2% | +3.2% | -13.3% | -10.4% |
| 3M | +1.0% | +23.6% | -22.6% | -1.0% |
| 6M | +8.7% | +29.7% | -20.9% | +6.0% |
| YTD | +27.8% | +25.9% | +1.9% | +24.8% |
| 1Y | +52.7% | +43.7% | +8.9% | +47.1% |
| 3Y | +97.5% | +94.4% | +3.0% | +83.7% |
| 5Y | +111.6% | +68.0% | +43.6% | +98.9% |
| 10Y | +302.2% | +52.5% | +249.7% | +272.5% |
| All | +58,464.0% | +6,534.7% | +51,929.4% | +34,518.6% |
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