+267.0%
RTX vs INCY
+16.0%
+251.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +3.4% | +3.1% | +0.3% | +2.8% |
| 30D | +8.4% | +12.0% | -3.7% | +6.3% |
| 3M | -10.7% | +0.8% | -11.4% | -11.0% |
| 6M | +11.7% | +22.8% | -11.1% | +7.3% |
| YTD | +9.3% | +23.2% | -13.9% | +4.7% |
| 1Y | +13.3% | +12.4% | +0.9% | +10.1% |
| 3Y | +156.1% | +132.1% | +24.1% | +114.7% |
| 5Y | +148.5% | +85.5% | +63.0% | +115.8% |
| All | +267.0% | +16.0% | +251.0% | +222.8% |
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