+209.8%
RSP vs INCY
+56.1%
+153.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | -2.5% | +3.7% | -6.2% | -3.2% |
| 3M | +3.0% | +22.1% | -19.1% | -1.2% |
| 6M | +8.9% | +29.8% | -20.9% | +3.1% |
| YTD | +13.0% | +27.6% | -14.6% | +7.0% |
| 1Y | +16.2% | +47.2% | -31.0% | +6.7% |
| 3Y | +52.7% | +97.0% | -44.3% | +29.9% |
| 5Y | +50.5% | +73.4% | -22.9% | +30.2% |
| 10Y | +209.8% | +59.2% | +150.6% | +146.3% |
| All | +209.8% | +56.1% | +153.7% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling