+1,992.3%
RSG vs INCY
+635.8%
+1,356.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +3.7% | +3.7% | 0.0% | +3.3% |
| 3M | +6.2% | +22.1% | -15.9% | +4.2% |
| 6M | -2.8% | +29.8% | -32.5% | -5.1% |
| YTD | +5.9% | +27.6% | -21.7% | +3.4% |
| 1Y | -1.8% | +47.2% | -49.0% | -5.4% |
| 3Y | +57.5% | +97.0% | -39.5% | +46.8% |
| 5Y | +91.1% | +73.4% | +17.7% | +79.1% |
| 10Y | +428.1% | +59.2% | +368.8% | +385.7% |
| All | +1,992.3% | +635.8% | +1,356.4% | +1,115.3% |
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