+267.4%
RTX vs INCY
+15.3%
+252.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +6.5% | +8.4% | -1.9% | +5.0% |
| 3M | -9.6% | +0.4% | -10.0% | -9.9% |
| 6M | +12.3% | +22.4% | -10.1% | +7.9% |
| YTD | +9.5% | +22.5% | -13.0% | +4.9% |
| 1Y | +15.8% | +14.8% | +1.1% | +12.2% |
| 3Y | +157.0% | +127.7% | +29.3% | +116.2% |
| 5Y | +148.8% | +84.4% | +64.4% | +116.3% |
| All | +267.4% | +15.3% | +252.1% | +223.4% |
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